FX Quantitative Strategist / Associate / VP
In Current Vacancies, Strategy JobsA leading European Investment Bank is looking to add an FX Quantitative Strategist to their team in London. Main responsibilities will include developing trading signal models based purely on quant analysis (not macro). The trading systems could be based on positioning and sentiment (IMM data, trend, Risk Reversal), reaction functions from rates, sensitivity to risk appetite indicator, anomalies on the volatility surface, carry trade opportunities, basket correlations etc. The quant strategist will release articles explaining how the models work. He will also track and report the performance of the model-based trade recommendations. Once implemented, the models will be used in regular publications, such the FX weekly. Individuals must also have strong inter-personal skills as marketing of the quant research to clients, especially to the institutionals, such as hedge Funds.
