Manager - FXO eRisk Quantitative Analyst

Job Responsibilities:

1) eRisk Quantitative Analyst, working on data analysis and pricing, risk management and execution algorithms for relating to Foreign Exchange Derivatives Trading activities.

2) Quantitative support in the development of pricing strategies for FX Options

3) Ensuring integrity of data used by Options eRisk team for quantitative analysis

4) Analyses of market execution performance within the hedging strategy.

Knowledge & Experience / Qualifications:

1) Ideally educated to PhD level in Mathematics, Physics, Engineering, Data Science. Top tier University

2) Knowledge of statistical learning and data-mining technics.

3) Knowledge of script programming languages (q, python, matlab)

4) Knowledge and understanding of technology related to an electronic trading business.

5) Knowledge and understanding of FX Derivatives products.

6) Minimum 3 years of experience.