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.