Job Description
We are seeking an experienced Quantitative Researcher with a proven track record in FOREX High-Frequency Trading (HFT). The role focuses on analyzing ECN FX data, feature engineering from tick/order-book data, and executing short-horizon alpha research for taker/maker strategies. The researcher will also handle diagnostics on fills, latency, and signal quality, helping optimize trading strategies.
Responsibilities:
Analyze ECN FX data from venues like Cboe FX and similar platforms.
Conduct tick/order-book feature engineering to support alpha research and strategy optimization.
Perform short-horizon alpha research to identify profitable signals.
Model execution strategies for taker/maker behavior, focusing on slippage and fill rates.
Diagnose trading performance, including latency, fill quality, and signal accuracy.
Required Skills:
Hands-on FX or electronic trading experience.
Strong Python expertise, particularly in the quantitative research stack.
Profic...
Responsibilities:
Analyze ECN FX data from venues like Cboe FX and similar platforms.
Conduct tick/order-book feature engineering to support alpha research and strategy optimization.
Perform short-horizon alpha research to identify profitable signals.
Model execution strategies for taker/maker behavior, focusing on slippage and fill rates.
Diagnose trading performance, including latency, fill quality, and signal accuracy.
Required Skills:
Hands-on FX or electronic trading experience.
Strong Python expertise, particularly in the quantitative research stack.
Profic...
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