Quantitative Trader | Global Markets BU | Financial Markets SBU | July 2026

Tasks

• Apply risk controls position sizing drawdown management kill switches
• Build and maintain research stack
• Deploy trading models into production
• Develop high frequency FX trading strategies
• Ensure compliance with risk frameworks
• Model market microstructure
• Monitor execution quality latency slippage
• Optimize execution with smart order routing
• Validate strategies with statistical methods

Perks/Benefits

• N/A

Skills/Tech-stack

Adverse Selection | Backtesting | C++ | Co-Location | Data Pipelines | Drawdown Management | Execution APIs | Execution Costs | Execution simulation | FX Spot | FX forwards | Fill Probability | Forward analysis | Java | Latency | Low Latency | Machine Learning | Market Microstructure | NDF | Order Book | Order Routing | Order book dynamics | Out of sample testing | Position Sizing | Python | Risk Management | Sample testing | Series modeling | Smart order routing | Statistics | Tick Data Pipelines | Tick data | Time Series | Time Series Modeling | Venue selection | Walk Forward Analysis