full-time
eFX Quantitative Trader - VP
Commerzbank AG
- Employer
- Commerzbank AG
- Location
- London
- Working pattern
- on-site
About the role
Research, test, and implement quantitative pricing, trading, and risk-management strategies for an electronic FX market-making business. Manage global trading books within risk limits, analyze client and market data to improve profitability and service, and coordinate with IT to deploy strategies. Requires experience applying quantitative techniques to electronic market making, a strong statistical background, and knowledge of FX markets. A postgraduate degree in a technical field is required; numerical computing experience with R, MATLAB, or Python is expected, while q/kdb+ and Java experience is preferred.