FX PROP QUANT HIGH FREQUENCY ALGO TRADER

This role involves quantitative design and management of high sharpe ratio / low latency strategies 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. It has over 100 traders. Its management is committed to maintaining a position within the top tier of FX banks through investment in technology. A key part of that strategy is the development of algorithmic trading capabilities.
The HF FX proprietary desk is constituted of a core team of 3 traders and 2 dedicated developers. Its mandate is to 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
•Innovative, out of the box thinker
•Hard worker
•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 150-200K PLUS TC 300K+

To apply: Those interested please send a word version of their resume to: jclifford@ttspersonnel.com

TTS Technology is a specialty recruiting firm in NYC specializing in the Electronic Trading space. We target positions for Quants, Algo Modelers, High Frequency, Financial Engineers, Software Developers, Product Managers, Algo/DMA Sales for direct hire, consulting and project based work.

Please contact Rick Dionisio at 212-338-4499 or rickd@ttspersonnel.com for more information.