FX Quant Trader

Industry: Proprietary Trading / Quantitative Finance

We are seeking a highly quantitative and entrepreneurial FX Quant Trader to join a leading proprietary trading firm in New York City. This individual will be responsible for developing, implementing, and managing systematic and semi-systematic trading strategies across global foreign exchange markets. The role combines quantitative research, strategy development, execution optimization, and risk management within a fast-paced, technology-driven trading environment.

The ideal candidate has a strong background in FX markets, statistical modeling, and algorithmic trading, with a proven ability to identify and capitalize on market inefficiencies. This is an opportunity to work alongside experienced traders, researchers, and technologists while having direct impact on P&L generation.

• Research, develop, and deploy quantitative trading strategies across G10 and Emerging Market FX products.
• Analyze large datasets to identify predictive signals, market anomalies, and alpha opportunities.
• Design and enhance systematic execution models to improve trading performance and reduce transaction costs.
• Monitor, manage, and optimize live trading strategies with direct responsibility for risk and profitability.
• Collaborate with quantitative researchers and software engineers to build scalable trading infrastructure.
• Conduct statistical analysis, backtesting, and performance attribution of trading models.
• Leverage alternative data, macroeconomic indicators, and market microstructure insights to drive trading decisions.
• Continuously evaluate market conditions and adapt strategies to evolving liquidity and volatility regimes.
• Develop tools for portfolio construction, risk management, and signal generation.
• Present research findings, strategy recommendations, and performance updates to senior leadership.

• Bachelor's, Master's, or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline.
• 3+ years of experience trading or researching systematic FX strategies within a proprietary trading firm, hedge fund, bank, or electronic market maker.
• Strong understanding of FX market structure, liquidity dynamics, and macroeconomic drivers.
• Demonstrated track record of developing profitable quantitative trading strategies.
• Advanced programming skills in Python; experience with C++, Java, or Rust is a plus.
• Expertise in statistical modeling, machine learning, time series analysis, and optimization techniques.
• Experience working with large financial datasets and high-performance research environments.
• Strong knowledge of risk management frameworks and portfolio construction methodologies.
• Excellent analytical, problem-solving, and communication skills.