What are the responsibilities and job description for the Head of FX Quantitative Strategy (USA) position at Trexquant Investment LP?
We are looking for a Head of FX Strategy to develop and lead a quantitative FX Strategy Team at Trexquant. In this role, you will be responsible for developing strategies and building out a team of quantitative researchers for researching, implementing, and trading profitable FX based strategies within our core product. Your work will integrate FX as an asset class in our proven quantitative processes and significantly expand our tradable universe, profitability, and competitive edge.
Responsibilities
- Identify data useful for building and backtesting proposed FX trading strategies then build pipelines to feed these datasets into our research and trading platforms
- Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading FX based strategies
- Develop FX based trading strategies and partner with the executions team to optimize execution of strategies, harmonizing with existing investments and asset classes
- Partner with the risk team to establish monitoring and controls for FX specific risk exposures as well as risk allocation among our incumbent strategies
- Build out and lead the FX Strategy Team to continually add, enhance and monitor FX alphas for the ongoing profitability and scale of the team's strategies
- Regularly present to senior management to collaborate and align quantitative FX research with overall trading and investment strategies
- Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields
- 5 years of experience in researching and trading quantitative FX based strategies
- Experience managing or leading a team of quant researchers
- Strong quantitative skills
- Proficiency in Python
- Competitive salary, plus bonus based on individual and company performance
- Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents
