Description

Sizable multi-strategy hedge fund is seeking a talented and drivenQuantitative Researcherto join its systematic FX team.

The ideal candidate will have a strong experience researching and developing short-term, intraday, etc. FX trading strategies within a fast-paced, alpha-focused environment.

You will be responsible for generating high-quality trading signals, analyzing market microstructure, and working closely with portfolio managers, data engineers, and technologists to bring strategies from concept to execution. This role is ideal for candidates with deep domain expertise in FX and a passion for quantitative research in high-frequency or short-horizon environments.

Key Responsibilities:

• Research, design, and backtest alpha-generating intraday FX strategies
• Analyze FX market microstructure and identify short-term inefficiencies
• Leverage large, high-frequency datasets and advanced statistical techniques
• Collaborate with technology teams to implement and monitor strategies in production
• Continuously refine models to improve performance and robustness

Requirements:

• 3+ years of experience in quantitative research, ideally within a hedge fund or proprietary trading firm
• Proven success in short-term or intraday FX strategy development
• Strong programming skills in Python, C++, or similar languages
• Solid understanding of statistical modeling, machine learning, and time-series analysis
• Experience working with tick data and low-latency research environments
• Advanced degree (PhD or MSc) in a quantitative field preferred