- Research new methods for systematically optimizing delivery of pricing and liquidity to clients.
- Research new market making pricing strategies.
- Research new risk management algos designed to efficiently control inventory levels generated from client flow.
- Use market and proprietary data to design and back test systematic trading signals.
- Coordinate with IT to bring new systematic trading strategies to production.
- Manage the global trading books during Asian hours.
- Experience in applying quantitative techniques to optimise an electronic market making business.
- Strong background in statistics and statistical programming.
- Knowledge/experience with FX markets (preferred).
- High competency with q/KDB+ and Java (preferred).