eFX Alpha Researcher

3 days ago

London, United Kingdom Selby Jennings Full time

A tier 1 bank is seeking an experienced Quantitative Researcher to join its eFX Alpha Strategies team in London. This group sits within a high impact area of the FX business and focuses on developing and improving systematic, mid frequency trading strategies. The team is expanding as the bank continues to build out its quantitative footprint across Spot, Forwards and cross-asset macro products. The successful candidate will help advance the team's alpha research pipeline, supporting end-to-end development of signals and strategies. This includes working across data ingestion, feature engineering, research tooling, backtesting frameworks and live-strategy evaluation. The role offers significant ownership and a direct link to trading outcomes. Key Responsibilities Conduct alpha research across FX spot and related macro markets, analysing medium-frequency drivers such as flow dynamics, liquidity patterns, cross-asset relationships, and macro-sensitive features. Build and maintain Python-based research infrastructure including feature generation libraries, signal testing frameworks and reusable modelling components. Develop efficient workflows for signal calibration, strategy testing and performance analysis, leveraging scalable compute and parallelisation where appropriate. Work with machine learning methods suited to mid-frequency research such as regularised regressions, tree-based approaches, dimensionality reduction and ensemble techniques. Collaborate with the bank's AI/ML group, incorporating their tooling and research support into signal development. Support the integration of new signals into the real time trading environment, working alongside technologists to ensure robust deployment, monitoring and iteration. Candidate Profile Strong quantitative foundation in mathematics, statistics, econometrics or a related field. Advanced Python programming skills and experience building research tools or systematic strategy components. Experience working with financial markets data; FX or macro products are preferred but not required. Understanding of systematic trading workflows including signal design, backtesting, validation and live monitoring. Interest in applying machine learning techniques in a trading context. If there's any interest, please reach out to:

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