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FX QR

Job

GQR

London, OH (In Person)

Full-Time

Posted 1 week ago (Updated 1 week ago) • Actively hiring

Expires 6/27/2026

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Job Description

Location:
New York, NY Hiring Firm:
Top-Tier Global Investment Bank Team:
Newly Formed FX e-
Trading Quantitative Research The Role:
A prestigious investment bank is building out its FX electronic trading (e-Trading) team and seeks an experienced Quantitative Researcher at the VP/Director level to drive strategy development, pricing models, and execution algorithms. This is a high-visibility, high-impact role in a growing desk, offering the chance to shape the bank's FX trading capabilities.
Key Selling Points:
? Newly formed team - Opportunity to influence direction and build from the ground up ? Cutting-edge e-Trading focus - Work on algo execution, market-making, and liquidity strategies ? FX expertise preferred, but open to other asset classes (Rates, Equities, Commodities, etc.) ? VP/Director title - Strong compensation + growth potential
Ideal Candidate Profile:
PhD or MSc in a quantitative field (Math, Physics, CS, Financial Engineering, etc.) 5+ years of quant research experience within electronic trading (FX, Rates, or other asset classes) Strong background in market microstructure, execution algos, and pricing models FX swaps/NDFs experience is a plus , but not mandatory Expert-level coding (Python, C++, or Java) and data analysis skills Ability to collaborate with traders, technologists, and other quants Why Apply? This is a rare chance to join a newly established team at a top-tier bank with significant investment in e-Trading. If you're a sharp, commercially minded quant with a passion for markets and algo trading, this could be your next career-defining move.