Low Latency Algorithmic Trader, Asian Markets (FX, Equities, Commodities)

You will take ownership of strategy P&L across Asian and global markets, monitor execution quality in real time, respond to changing market regimes and work hand-in-hand with researchers and engineers to improve edge continuously. This is a role for someone equally comfortable interpreting alpha signals and reading an order book across equities, FX and commodities.

Responsibilities

• Monitor and manage a portfolio of live algorithmic strategies across equities, FX and commodities, with a focus on Asian markets
• Analyse intraday P&L attribution, slippage and fill quality to identify execution inefficiencies
• Respond to market regime changes and risk events with appropriate parameter adjustments or strategy suspension
• Collaborate with the research team to evaluate new signals and translate them into deployable strategies
• Manage exchange connectivity relationships and stay current on Asian venue rules, fee schedules and regulatory changes

Requirements

• 3+ years of experience in an algorithmic trading or quantitative execution role at a HFT firm, market maker or tier-1 bank
• Strong knowledge of Asian markets and their microstructure
• Experience trading one or more of equities, FX and commodities
• Strong quantitative background: statistical thinking, signal evaluation and transaction cost analysis
• Solid Python skills for rapid analysis of trade logs, market data and strategy performance
• Ability to make rapid, evidence-based decisions under pressure in live market conditions

Benefits

• Direct responsibility from day one with full visibility into strategy performance and risk parameters
• Collaborative environment with quantitative researchers and engineers working in the same open office
• 30 days holiday and gym membership
• Access to proprietary data, research tools and a mature analytics platform built in-house