This role involves quantitative design and management of high sharpe ratio / low latency strategies for the for the high-frequency Foreign Exchange (FX) proprietary trading desk.

The global FX business is part of one of the largest and most profitable investment banks in the world. The HF FX proprietary desk is constituted of a core team of traders and developers.. Design HF strategies (a generation, anonymous market making engines and highly predictive execution models).

In particular, this role involves:
● Data mining and elaboration of filters in collaboration with research team
● Design High Frequency FX proprietary strategies with multi-asset classes as inputs
● Test execution hypothesis
● Code core engines logic and supervise global implementation and production deployment
● Design risk management tools to supervise trading activity
● Participate to strategic effort of evaluating / choosing leading edge software / hardware solutions

The candidate must have the following skills and qualities:
● Highly motivated to work in the algorithmic High Frequency space
● Quantitative degree (MS in Maths, Stats, Econometrics, Physics)
● Strong software development skills (at least in one of C++, C#, Java and one of Matlab, Q or R, eViews*)
● Solid statistical and signal processing background
● Experience in E-trading space (3-5 years in Equities, Fixed Income and in particular Forex) a big plus
● Expertise with developing in a real-time environment a big plus

Salaries are $150-250k base plus great Bonus
Must be based and eligible to work in the U.S.

Email MS Word attached resume in confidence to: resumeJC@hrg.net
Reference CJ191-PHD, FX Prop HF Algo Trader

To apply: Email MS Word attached resume in confidence to: resumeJC@hrg.net
Reference CJ191-PHD, FX Prop HF Algo Trader

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