Senior FX Quantitative Researcher

OverviewOur client, a leading hedge fund based in the US, is seeking a Senior Quantitative Researcher to spearhead FX strategy development. The role involves researching and building systematic FX models across spot, forwards, and options, leveraging large datasets and advanced statistical methods.ResponsibilitiesDesign, research, and implement systematic FX trading strategies across multiple instruments and time horizons.Identify and source new datasets; build data pipelines and conduct rigorous cleaning, analysis, and feature engineering.Develop statistical, econometric, and machine learning models for signal generation and risk forecasting.Backtest strategies with attention to robustness, transaction costs, and market microstructure.Partner with portfolio managers, technologists, and execution teams to bring models from research to production.Continuously monitor and enhance live strategies, adapting to evolving market conditions.QualificationsStrong background in quantitative research, ideally within FX or global macro.Expertise in statistics, machine learning, and time-series modeling.Proficiency in Python, C++, or similar programming languages.Track record of deploying profitable systematic strategies.This position offers the opportunity to lead research efforts in expanding the fund’s FX capabilities and contribute to its competitive edge in global markets. #J-18808-Ljbffr

Created: 2025-09-24