Quantitative Trader – High‑Frequency FX

About the role

The Quantitative Trader will design, develop and launch high‑frequency systematic FX trading strategies for MCB Financial Markets. You will combine market‑microstructure insights with advanced quantitative methods to improve pricing, execution and risk management across spot, forwards and NDF products.

Key responsibilities

• Research and build high‑frequency FX strategies using order‑book dynamics and short‑horizon signals.
• Create and maintain a research stack including tick‑data pipelines, signal libraries and back‑testing frameworks.
• Model market microstructure elements such as queue position, fill probability, latency, adverse selection and execution costs.
• Validate strategies with out‑of‑sample testing, walk‑forward analysis and rigorous statistical methods.
• Deploy models into production, monitor P&L, execution quality, latency, slippage and signal decay.
• Optimise execution via smart order routing and venue selection.
• Ensure compliance with risk frameworks, regulatory requirements and apply robust risk controls (position sizing, drawdown limits, kill switches).

Required profile

• 3+ years of experience in high‑frequency or systematic trading research, or an advanced academic background in quantitative finance.
• Strong knowledge of FX markets (spot, forwards, NDFs) and market microstructure.
• Proven ability to manage risk in quantitative trading environments.

Required skills

• Python programming (strong proficiency).
• C++ or Java (or other low‑latency languages).
• Statistical analysis, machine learning and time‑series modelling.
• Experience with tick‑data handling, back‑testing frameworks and execution simulations.
• Familiarity with low‑latency or co‑location environments and execution APIs.