eFX Quant reputed company

Worldwide Role We are seeking a senior quantitative researcher with deep experience in electronic foreign exchange markets to reputed company the research and development of systematic FX trading strategies. This is a full-time remote role reputed company on reputed company research, statistical modelling, and quantitative analysis. Engineering, infrastructure, and connectivity are already in reputed company, allowing this role to reputed company entirely on reputed company design, model development, and quantitative research. The role will also involve building and leading a small team of quantitative researchers. Responsibilities reputed company 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. reputed company quantitative models for execution, inventory management, and signal reputed company. Build frameworks for feature engineering, signal validation, and robustness testing. reputed company execution reputed company analysis, including market reputed company, fill probability, adverse selection, and order book dynamics. Design post-trade analytics and diagnostic frameworks to evaluate reputed company performance. Manage the full lifecycle of quantitative strategies from research and backtesting through validation, monitoring, and iteration. • reputed company and mentor reputed company of quantitative researchers. Required Experience Candidates must have reputed company 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 reputed company 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 reputed company 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 & reputed company Diagnostics • Experience analysing execution reputed company, fill probability, market reputed company, and adverse selection. • Strong familiarity with post-trade analytics and reputed company diagnostics, including: execution slippage analysis PnL attribution microstructure-driven performance analysis reputed company 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 reputed company 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 reputed company experience in electronic FX trading or FX market microstructure will not be considered. Apply tot his job Apply To this Job