Vice President, eRisk Quant Trader

Define, develop, implement, maintain and support in-house models and algorithms used for electronic pricing by the Global Foreign Exchange (FX) business within its global infrastructure and ensure adequate controls over the processes is adhered to, to align with the bank's operational risk, regulatory, conduct and governance requirements. Manage the processes, infrastructure and resources needed to deliver agreed upon team plans and targets, identifying and implementing improvements and collaborating with colleagues to maximize end-to-end integration, effectiveness and efficiency.

Full time employment, Monday – Friday, 40 hours per week, Pay range: $200,000 to $210,000 per year.

Requirements

• Must have a Bachelor’s degree or a foreign equivalent in business, mathematics, economics, finance or a related field and at least 4 years of related work experience.
• Must have 4 years of experience in each of the following:
• ·         Financial industry in a trading or quantitative role, including knowledge / experience of FX market making and risk management of large transactional FX flows;
• ·         Quantitative methods for research and development of algorithms;
• ·         Fundamental understanding of foreign exchange processes and products;
• ·         Electronic market making structure and dynamics, including market making to both direct disclosed clients and anonymously on interbank markets;
• ·         Understanding of the macroeconomic and political factors affecting markets; and
• ·         Understanding of different client type trading behaviour, ranging from retail to institutional flows.
• FINRA Series 7 and SIE licenses required. 
• Must have or able to obtain full UK trading authority license within 6 months of employment. 
• Domestic and international travel required up to 5%.