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Quantitative Analyst - FX Trading House

Quantitative Analyst – Algorithmic Development, FX, Time-Series, Matlab, Java, R, Python, Mathematics, Front Office, Derivatives

FX Trading House. London.

£50,000 - £65,000 + Benefits + Bonus

As FX Trading House is looking to recruit a Quantitative Analyst to work on the development of execution algorithms within the company’s in-house trading system.

As the Quantitative Analyst (Time-Series, Execution, Algorithm) you will be working in a front-office role and closely with the firms Senior Traders. You will be working on the development of execution algorithms, including the initial development of them, the transaction cost analysis and the implementation. Ideally you will have worked with derivatives in the past and will have a strong quantitative background, including work with time-series analysis, SQL and Excel.

This is one of the leading FX Trading Houses and they execute 10’s of millions of trades every year across a huge range of markets. They are looking for someone who wants to have responsibility for tasks in the front office and help deliver exceptional algo execution.

The Quantitative Analyst (Time-Series, Execution, Algorithm) will need:

  • Strong background in Quantitative Finance – Essential
  • Experience in front office derivatives – Highly Beneficial
  • Experience with execution algorithms – Highly Beneficial
  • Experience with Matlab, R or Python – Highly Beneficial
  • Experience with Excel and SQL – Beneficial
  • Experience with Java – Beneficial

Please get in touch with Tom Kemp at Harrington Starr for more information.

Quantitative Analyst – Algorithmic Development, FX, Time-Series, Matlab, Java, R, Python, Mathematics, Front Office, Derivatives