Job Description
The candidate will join the FX & DA Trading department, which serves the bank’s electronic trading business acting as principal counterparty in OTC venues and CLOBs, and particularly the SPOT liquidity team.
As a team we :
- contribute to the bank’s commercial goals by managing our proprietary pricing, execution, and internalization systems
- provision competitive Spot liquidity while meeting internal risk policies
- ensure a gainful network of trading counterparties
- drive the bank’s ongoing investments in systematic capacities, in collaboration with software engineers and IT
- drive the quantitative research initiatives relevant to its business scope
- facilitate new business initiatives in collaboration with various internal teams
- ensure excellent service quality and engage in its continuous improvement
You will play a primary role in implementing the team’s quantitative research roadmap, but also contribute to the team’s day-to-day duties. In this context, you may interact with clients and collaborate with colleagues in other departments e.g. relationship managers, quant researchers and a consulting academics, software engineers and IT experts.
Moreover, the role includes ad hoc data exploration / visualization and reporting to address Traders’ needs.
Qualifications
3+ years trading experience in a sell-side electronic trading firm / bank is a strong plusMSc / PhD in a STEM discipline from top ranked universityStrong analytical and modelling skills suitable to financial tick-dataFamiliar with Machine Learning methods applied to financial predictionsStrong in Python, especially with libraries relevant to large data-setsIn-depth understanding of relevant market microstructure aspects such as :the relationship between risk inventory, liquidity, spreads, volatility, credit, volumes
the resulting economics between liquidity providers and consumersAble to multi-task under pressure while maintaining focus on accuracyAvailable to deliver on timeSelf-driven, structured, attention to detail, team-orientedExcellent communication skills and able to develop relationships with interdisciplinary peopleFluent in EnglishAdditional Information