eFX Quant Lead
Worldwide Role
We are seeking a senior quantitative researcher with deep experience in electronic foreign exchange markets to lead the research and development of systematic FX trading strategies.
This is a full-time remote role focused on strategy research, statistical modelling, and quantitative analysis. Engineering, infrastructure, and connectivity are already in place, allowing this role to focus entirely on strategy design, model development, and quantitative research.
The role will also involve building and leading a small team of quantitative researchers.
Responsibilities
Lead the research and development of systematic FX trading strategies, including market making and market taking approaches.
Conduct advanced statistical analysis of high-frequency market data to identify predictive signals.
Analyse FX market microstructure across multiple ECNs and liquidity venues.
Develop quantitative models for execution, inventory management, and signal generation.
Build frameworks for feature engineering, signal validation, and robustness testing.
Perform execution quality analysis, including market impact, fill probability, adverse selection, and order book dynamics.
Design post-trade analytics and diagnostic frameworks to evaluate strategy performance.
Manage the full lifecycle of quantitative strategies from research and backtesting through validation, monitoring, and iteration.
• Lead and mentor a team of quantitative researchers.
Required Experience
Candidates must have direct experience working in electronic FX markets.
Key expertise should include:
FX ECN & Market Microstructure
Deep understanding of major FX ECNs and liquidity venues including EBS, Reuters, Cboe FX, Currenex, Hotspot, LMAX, or similar platforms.
Knowledge of matching engines, order types, queue priority rules, and execution mechanics across different venues.
• Strong understanding of liquidity fragmentation and cross-venue microstructure dynamics.
Cross-Venue Market Data
Experience aggregating and normalising market data across multiple FX ECNs.
Experience building consolidated cross-venue liquidity views or order books.
• Understanding of latency differences, timestamp alignment, and feed normalisation.
Quantitative Research & Statistical Analysis
Deep expertise in statistical analysis of high-frequency financial data.
Experience with time-series modelling, stochastic processes, and econometric analysis.
• Strong experience in hypothesis testing, signal validation, and robustness testing.
Machine Learning & Signal Development
Experience applying machine learning and statistical models to microstructure signals.
Strong understanding of feature engineering in noisy financial datasets.
• Awareness of model stability, regime changes, and overfitting risks.
Execution Analytics & Strategy Diagnostics
• Experience analysing execution quality, fill probability, market impact, and adverse selection.
• Strong familiarity with post-trade analytics and strategy diagnostics, including:
execution slippage analysis
PnL attribution
microstructure-driven performance analysis
Strategy Lifecycle & Portfolio Management
• Experience managing the full lifecycle of quantitative trading strategies:
research, backtesting, validation, simulation, production monitoring, and iteration.
• Experience managing multiple strategies and capital allocation across them, including capacity and liquidity constraints.
Technical Skills
Strong research programming ability in Python, C++, or similar quantitative languages.
• Experience working with large tick-level datasets and high-frequency research pipelines.
Location
Remote (global candidates considered).
Important
• Applications without direct experience in electronic FX trading or FX market microstructure will not be considered.
Apply tot his job
Apply To this Job
We are seeking a senior quantitative researcher with deep experience in electronic foreign exchange markets to lead the research and development of systematic FX trading strategies.
This is a full-time remote role focused on strategy research, statistical modelling, and quantitative analysis. Engineering, infrastructure, and connectivity are already in place, allowing this role to focus entirely on strategy design, model development, and quantitative research.
The role will also involve building and leading a small team of quantitative researchers.
Responsibilities
Lead the research and development of systematic FX trading strategies, including market making and market taking approaches.
Conduct advanced statistical analysis of high-frequency market data to identify predictive signals.
Analyse FX market microstructure across multiple ECNs and liquidity venues.
Develop quantitative models for execution, inventory management, and signal generation.
Build frameworks for feature engineering, signal validation, and robustness testing.
Perform execution quality analysis, including market impact, fill probability, adverse selection, and order book dynamics.
Design post-trade analytics and diagnostic frameworks to evaluate strategy performance.
Manage the full lifecycle of quantitative strategies from research and backtesting through validation, monitoring, and iteration.
• Lead and mentor a team of quantitative researchers.
Required Experience
Candidates must have direct experience working in electronic FX markets.
Key expertise should include:
FX ECN & Market Microstructure
Deep understanding of major FX ECNs and liquidity venues including EBS, Reuters, Cboe FX, Currenex, Hotspot, LMAX, or similar platforms.
Knowledge of matching engines, order types, queue priority rules, and execution mechanics across different venues.
• Strong understanding of liquidity fragmentation and cross-venue microstructure dynamics.
Cross-Venue Market Data
Experience aggregating and normalising market data across multiple FX ECNs.
Experience building consolidated cross-venue liquidity views or order books.
• Understanding of latency differences, timestamp alignment, and feed normalisation.
Quantitative Research & Statistical Analysis
Deep expertise in statistical analysis of high-frequency financial data.
Experience with time-series modelling, stochastic processes, and econometric analysis.
• Strong experience in hypothesis testing, signal validation, and robustness testing.
Machine Learning & Signal Development
Experience applying machine learning and statistical models to microstructure signals.
Strong understanding of feature engineering in noisy financial datasets.
• Awareness of model stability, regime changes, and overfitting risks.
Execution Analytics & Strategy Diagnostics
• Experience analysing execution quality, fill probability, market impact, and adverse selection.
• Strong familiarity with post-trade analytics and strategy diagnostics, including:
execution slippage analysis
PnL attribution
microstructure-driven performance analysis
Strategy Lifecycle & Portfolio Management
• Experience managing the full lifecycle of quantitative trading strategies:
research, backtesting, validation, simulation, production monitoring, and iteration.
• Experience managing multiple strategies and capital allocation across them, including capacity and liquidity constraints.
Technical Skills
Strong research programming ability in Python, C++, or similar quantitative languages.
• Experience working with large tick-level datasets and high-frequency research pipelines.
Location
Remote (global candidates considered).
Important
• Applications without direct experience in electronic FX trading or FX market microstructure will not be considered.
Apply tot his job
Apply To this Job