eFX Quantitative Analyst

#R-00121177
Location
London, United Kingdom
Contract
Permanent - Full Time
Brand
NatWest Markets
Job category
Front Office Markets Trading - Front Office Markets
Posted
12/04/2021
Closing date for applications: 16/05/2021

Join us as an eFX Quantitative Analyst

  • This is an opportunity to join our Quant e-FX team, who enhance the bank’s spot, forward and client automated electronic trading capabilities
  • You’ll be performing analysis and making a tangible contribution to the bank’s algorithms
  • You’ll have the chance to make key contributions to the wider electronic trading environment and collaborate with colleagues across Quant, Trading and Technology

What you'll do

As an eFX Quantitative Analyst, you’ll be working on projects ranging from high level research into optimal price construction, risk management, execution and the nature of the NatWest Markets client base, through to day-to-day improvements in MI and system parameter tuning.

Other key aspects of your role will involve:

  • Designing, building and testing algorithms that make up the bank's FX algo suite
  • Performing tactical and strategic analysis to support the electronic FX trading businesses
  • Designing, developing and maintaining pricing, spreading, risk management, execution models and algorithms used by the businesses
  • Making sure that coding standards and procedures are implemented correctly
  • Undertaking research and analysis of the FX forwards market
  • Designing, building and testing algorithms for pricing, quoting and managing risk with the FX forwards market

The skills you'll need

To join us in this role, you’ll need a good understanding of computational and programming principles. You’ll need expertise in data analysis, independent and collaborative research, problem solving and general programming. In addition, it would be ideal if you demonstrate an interest in FX Spot, FX Algo or FX Forwards.

We’d ideally like you to have some or all of the following:

  • Electronic/algorithmic trading experience
  • FX and in particular FX forwards experience
  • Experience with common SDLC tooling, such as Maven, GIT and CI
  • Machine learning experience

If you need any adjustments to support your application, such as information in alternative formats or special requirements to access our buildings, or if you’re eligible under the Disability Confident Scheme please contact us and we’ll do everything we can to help.