Summary:
A world-class prop trading firm are currently looking to add an experienced individual within the eFX space to their high-performing team in London.
Responsibilities:
- To research, test and implement algorithmic pricing and trading strategies for an electronic FX market making business
- To provide human risk oversight of the trading portfolio during European trading hours
Key activities:
- Prototype and implement new market making pricing strategies
- Prototype and implement new risk management algorithms designed to efficiently and profitably control inventory levels generated from client flow
- Prototype and implement algorithms for the optimal execution of large transactions on electronic venues
- Use market data from various trading venues as well as proprietary information to design and implement systematic trading signals
- Responsible for managing the global trading books, ensuring compliance with risk profiles and risk limits
- Assist in key system developments - pricing, hedging & position management & client tiering
- Identify client patterns and translate into strategic proposals to maximize the success of the global franchise
Specialist knowledge (work experience, futher qualification):
- Experience writing code in Java and Python is a core requirement
- Knowledge and experience with FX markets preferred
- Good background in statistics preferred
- Some experience with kdb/kx preferred
