Aptic Groupe
eFX Quant Trader

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We are seeking an eFX Quant Trader to join our client, a major market maker in the FX space. This role sits at the intersection of quantitative research, systematic trading, and real-time risk management, focused on designing, implementing, and running automated pricing, hedging, and execution strategies across G10 and EM currency pairs.
Key Responsibilities
- Build and maintain quantitative pricing models (spot, forwards, swaps, FX options)
- Develop automated market-making and execution algorithms
- Manage real-time risk, skew, and hedging logic on electronic books
- Analyze microstructure and flow to improve quoting and internalization
- Backtest strategies on historical tick data before deployment
- Work with tech teams on latency, routing, and execution performance
- Monitor P&L, TCA, and slippage to refine algo performance
Reasons to use Rodeo
I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?
Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.
Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.
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Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.
Graduate Consultant — 2026 Scheme
Why you're a good match
StrongYour economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.
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Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Why you're a good match
You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.
Experience fit
Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
Requirements
- Degree in a quantitative field (Math, Stats, CS, Financial Engineering, or related)
- 3+ years in electronic/algorithmic trading, FX experience preferred
- Strong Python and/or C++ skills
- Solid grasp of FX microstructure, liquidity venues, and order types
- Experience with statistical modeling and backtesting on large tick datasets


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Nice to Have
- FX options pricing experience (vol surfaces, Greeks)
- Low-latency systems / FIX protocol knowledge
- Prior experience at a bank, hedge fund, or prop trading firm
“It took my CV and asked me questions relevant to understanding what kind of jobs to suggest for me. Suggestions were almost perfect. Jobs were exactly what I’ve been looking for.”
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