Head of FX Quantitative Strategy (USA)

Trexquant Investment Lp - Stamford, CT

Full-time - Senior

Stamford, CT

About the position

The Head of FX Strategy at Trexquant is responsible for developing and leading a quantitative FX Strategy Team. This role focuses on creating and implementing profitable FX trading strategies, integrating FX as an asset class into existing quantitative processes, and expanding the company's tradable universe and profitability.

Responsibilities

• Identify data useful for building and backtesting proposed FX trading strategies and build pipelines to feed these datasets into research and trading platforms.
• Work with the development team to improve accuracy, robustness, and speed of the 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 incumbent strategies.
• Build out and lead the FX Strategy Team to continually add, enhance, and monitor FX alphas for 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.

Requirements

• 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.

Benefits

• 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.