Efx Quant Researcher/trader - Singapore - COMMERZBANK AKTIENGESELLSCHAFT

COMMERZBANK AKTIENGESELLSCHAFT
COMMERZBANK AKTIENGESELLSCHAFT
Verified Company
Singapore

1 week ago

Wei Jie

Posted by:

Wei Jie

beBee Recruiter
Description

Job purpose:


  • To research, test and implement quantitative price discovery and trading strategies for an electronic FX market making business
  • To help grow the profitability of the business and client satisfaction through the quantitative analysis of proprietary data
  • To risk manage the trading flow via the trading algorithms during Asian trading hours

Key activities:


  • Research new methods for systematically optimizing delivery of pricing and liquidity to clients
  • Research new market making pricing strategies
  • Research new risk management algorithms designed to efficiently and profitably control inventory levels generated from client flow
  • Use market data from various trading venues as well as proprietary information to design and backtest systematic trading signals
  • Coordinate with IT to bring new systematic trading strategies to production
  • Stay up to date with the latest research on algorithmic trading
  • Responsible for managing the global trading books during Asian hours, ensuring compliance with risk profiles and risk limits
  • Identify client patterns and translate into strategic proposals to maximize the success of the global franchise
  • Respond to sales/client queries in a timely and transparent fashion

Formal education:


  • Post graduate degree in a numerate field

Specialist knowledge (work experience, further qualification):

  • Strong background in statistics and statistical programming
  • Knowledge and experience with FX markets preferred but not essential (5+ years)
  • High competency level with q/kdb+ and Java preferred
More jobs from COMMERZBANK AKTIENGESELLSCHAFT
See all jobs of COMMERZBANK AKTIENGESELLSCHAFT