Selby Jennings
eFX Quantitative Researcher
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eFX Quantitative Researcher | London
A leading global electronic trading team is looking to hire an eFX Quantitative Researcher to support the development and enhancement of systematic FX pricing, execution, and risk management capabilities.
This is an excellent opportunity for a quantitatively minded researcher to work closely with traders, developers, and quantitative professionals on high-impact projects within a fast-paced electronic trading environment.
The Opportunity
You will play a key role in analysing trading performance, researching market dynamics, and developing quantitative models that directly influence pricing, execution quality, and trading profitability. The successful candidate will contribute to both long-term strategic research initiatives and day-to-day optimisation of electronic trading systems.
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Key Responsibilities
- Design, develop, and improve quantitative models for pricing, execution, spread management, and risk management.
- Conduct research into market microstructure, execution quality, and electronic trading performance.
- Analyse large datasets to identify opportunities for improving trading outcomes and client execution.
- Work closely with trading, technology, and quantitative teams to implement research findings into production.
- Support ongoing optimisation and parameter tuning of electronic trading systems.
- Contribute to the development of new algorithmic trading capabilities and trading tools.
- Maintain high coding standards and follow robust research and development processes.
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Requirements
- Strong quantitative background in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related STEM discipline.
- Excellent analytical and problem-solving skills.
- Strong programming experience, particularly in Python.
- Experience working with large datasets and building quantitative models.
- Strong communication skills with the ability to collaborate across teams.
- Ability to independently drive research projects from idea generation through implementation.
Desirable Experience
- Electronic or algorithmic trading experience.
- Knowledge of FX markets.
- Experience with Java, KDB+/Q, or comparable performance-oriented technologies.
- Exposure to machine learning techniques and their application within quantitative finance.
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