FX QR

Location: New York, NY Hiring Firm: Top-Tier Global Investment Bank Team: Newly Formed FX e-Trading Quantitative Research The Role: A prestigious investment bank is building out its FX electronic trading (e-Trading) team and seeks an experienced Quantitative Researcher at the VP/Director level to drive strategy development, pricing models, and execution algorithms. This is a high-visibility, high-impact role in a growing desk, offering the chance to shape the bank's FX trading capabilities. Key Selling Points: ? Newly formed team - Opportunity to influence direction and build from the ground up ? Cutting-edge e-Trading focus - Work on algo execution, market-making, and liquidity strategies ? FX expertise preferred, but open to other asset classes (Rates, Equities, Commodities, etc.) ? VP/Director title - Strong compensation + growth potential Ideal Candidate Profile:PhD or MSc in a quantitative field (Math, Physics, CS, Financial Engineering, etc.) 5+ years of quant research experience within electronic trading (FX, Rates, or other asset classes) Strong background in market microstructure, execution algos, and pricing modelsFX swaps/NDFs experience is a plus, but not mandatory Expert-level coding (Python, C++, or Java) and data analysis skills Ability to collaborate with traders, technologists, and other quants Why Apply? This is a rare chance to join a newly established team at a top-tier bank with significant investment in e-Trading. If you're a sharp, commercially minded quant with a passion for markets and algo trading, this could be your next career-defining move.

Created: 2026-03-06