FX Quant Trader
Location: New York City, NY
Type: Full-Time
Industry: Proprietary Trading / Quantitative Finance
About the Role:
We are seeking a highly quantitative and entrepreneurial FX Quant Trader to join a leading proprietary trading firm in New York City. This individual will be responsible for developing, implementing, and managing systematic and semi-systematic trading strategies across global foreign exchange markets. The role combines quantitative research, strategy development, execution optimization, and risk management within a fast-paced, technology-driven trading environment.
The ideal candidate has a strong background in FX markets, statistical modeling, and algorithmic trading, with a proven ability to identify and capitalize on market inefficiencies. This is an opportunity to work alongside experienced traders, researchers, and technologists while having direct impact on P&L generation.
Responsibilities
- Research, develop, and deploy quantitative trading strategies across G10 and Emerging Market FX products.
- Analyze large datasets to identify predictive signals, market anomalies, and alpha opportunities.
- Design and enhance systematic execution models to improve trading performance and reduce transaction costs.
- Monitor, manage, and optimize live trading strategies with direct responsibility for risk and profitability.
- Collaborate with quantitative researchers and software engineers to build scalable trading infrastructure.
- Conduct statistical analysis, backtesting, and performance attribution of trading models.
- Leverage alternative data, macroeconomic indicators, and market microstructure insights to drive trading decisions.
- Continuously evaluate market conditions and adapt strategies to evolving liquidity and volatility regimes.
- Develop tools for portfolio construction, risk management, and signal generation.
- Present research findings, strategy recommendations, and performance updates to senior leadership.
Qualifications
- Bachelor's, Master's, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline.
- 3+ years of experience trading or researching systematic FX strategies within a proprietary trading firm, hedge fund, bank, or electronic market maker.
- Strong understanding of FX market structure, liquidity dynamics, and macroeconomic drivers.
- Demonstrated track record of developing profitable quantitative trading strategies.
- Advanced programming skills in Python; experience with C++, Java, or Rust is a plus.
- Expertise in statistical modeling, machine learning, time series analysis, and optimization techniques.
- Experience working with large financial datasets and high-performance research environments.
- Strong knowledge of risk management frameworks and portfolio construction methodologies.
- Excellent analytical, problem-solving, and communication skills.
