FX Quant Trader
Location: New York City, NY
Type: Full-Time
Industry: Proprietary Trading / Quantitative Finance
About the Role:
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.
Responsibilities:
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.
Qualifications:
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.
