Efx Quant Researcher/trader

1 week ago


Singapore COMMERZBANK AKTIENGESELLSCHAFT Full time

**Job purpose**:

- To research, test and implement quantitative price discovery and trading strategies for an electronic FX market making business
- To help grow the profitability of the business and client satisfaction through the quantitative analysis of proprietary data
- To risk manage the trading flow via the trading algorithms during Asian trading hours

**Key activities**:

- Research new methods for systematically optimizing delivery of pricing and liquidity to clients
- Research new market making pricing strategies
- Research new risk management algorithms designed to efficiently and profitably control inventory levels generated from client flow
- Use market data from various trading venues as well as proprietary information to design and backtest systematic trading signals
- Coordinate with IT to bring new systematic trading strategies to production
- Stay up to date with the latest research on algorithmic trading
- Responsible for managing the global trading books during Asian hours, ensuring compliance with risk profiles and risk limits
- Identify client patterns and translate into strategic proposals to maximize the success of the global franchise
- Respond to sales/client queries in a timely and transparent fashion

**Formal education**:

- Post graduate degree in a numerate field

**Specialist knowledge (work experience, further qualification)**:

- Strong background in statistics and statistical programming
- Knowledge and experience with FX markets preferred but not essential (5+ years)
- High competency level with q/kdb+ and Java preferred


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