You will join the FX & DA Trading department, which serves the bank’s electronic trading business acting as principal counterparty in OTC venues and CLOBs, and particularly the SPOT liquidity team.

As a team we:

• contribute to the bank’s commercial goals by managing our in-house developed internalization system
• provision liquidity such that clients’ execution needs and the bank’s regulatory requirements are sustainably met
• drive the bank’s ongoing investments in its proprietary trading and risk systems in collaboration with software engineers and IT
• drive the quantitative research initiatives relevant to its business scope
• ensure excellent product quality and participate in its continuous improvement

You will play a primary role in implementing the team’s quantitative research roadmap and will have the chance to participate in shaping it. The goal is sell-side systematic trading and pricing strategies valid for production. In this context, you may work in collaboration with quants of other teams and a consulting professor with academic experience in market microstructure.

Moreover, the role includes ad hoc data exploration/visualization and reporting to address Traders’ needs.

• PhD/MSc in a STEM discipline from top ranked university
• Strong analytical and modelling skills suitable to financial tick-data
• Familiar with Machine Learning methods applied to financial forecasting
• Strong coding skills, especially with respect to Python packages relevant to large data-sets
• Previous experience with a sell-side electronic trading firm/bank is a strong plus
• Able to work under pressure and available to deliver on time
• Self-driven, structured, attention to detail, team-oriented
• Excellent communication skills and able to develop relationships with interdisciplinary people
• Fluent in English