FX Quant Strategist, London
Leading European Investment Bank
Regression, Indices, R, Excel/VBA, SQL, Python, Power BI, etc.
An excellent opportunity to join a leading European Bank as it looks to expand its FX Quant Research & Strategy output for its large buy-side and Hedge Funds clients.
Reporting to the Head of G-10 FX Strategy, you’ll need strong skills across Fair Value, Exchange rates, Regressions analysis and will assist to build Indices for G10 currencies including backtesting for trading opportunities. This is a front-office role, closely aligned with revenue generation!
- Produce and disseminate FX quant research to global markets clients, hedge funds, etc.
- Ensure that output is consistent FX Strategy and the wider global markets research group.
- Improve the Research distribution strategy & infrastructure for clients.
- Assist with statistical analysis (e.g., regressions, attribution analysis, etc.)
- Provide G10 FX research on strategic new ideas, new developments, and liaise with sales, trading, & marketing
- Assist in developing new infrastructure, methodologies, data models & libraries.
ESSENTIAL SKILLS & EXPERIENCE:
- 2 – 5 yrs+ practical experience as research analyst, pricing quant or data scientist
- Advanced degree (PhD preferred) in scientific discipline (e.g., mathematics, statistics, physics, Engineering, etc.)
- Experience in FX quant or derivatives research with a financial institution or research house.
- Strong Analytical / IT skills (R, SQL, Excel/VBA, etc)
- Previous Data Science, ML experience useful / essential
- Strong written, verbal, and presentation skills