Snr Quant Analyst, eFX Market Making Strategies (Director), Singapore/Sydney

eFX & Commodities, Automated MM strategies, Price forecasting, Skewing, Bid/ask generation, Client segmentation, C++, Python, KDB, Data Science

KEY RESPONSIBILITIES:

• Work directly for the Head of the Business to research and create new models to monetize flow and automate market-making, (including price forecasting, skewing, bid/ask generation, and client segmentation), and write the code that implements them
• Analyse and apply novel statistical and machine learning methods 
• Identify where quantitative techniques can be used to develop new business opportunities
• Build close working partnerships with sales, trading and other stakeholders

ESSENTIAL SKILLS & EXPERIENCE:

• 6 to 12 years in a related role, ideally at either a Hedge Fund or at a Bank with a large Flow, preferably for FX but also will consider Warrants or Commodities (Metals, Ags, Gas, Power, Carbon)
• Able to understand & apply good research, demonstrated by outstanding academic achievements
• PhD in quantitative discipline (physics, maths, engineering etc.)
• Programming skills in C++, Python and data science tools