eFX Quant Consultant (Spot FX)
Posted Today by Single Family Office
Negotiable
Undetermined
Undetermined
United Kingdom
Summary: The eFX Quant Consultant (Spot FX) role involves designing and validating systematic spot FX trading strategies for a single family office focused on live electronic execution across multiple ECNs. The position requires a strong background in financial mathematics and systematic trading experience, with responsibilities including research, strategy development, and collaboration with engineers. The role offers a flexible consulting engagement with competitive compensation and direct access to decision-makers. Candidates should possess a PhD in a relevant field and demonstrable experience in electronic FX environments.
Key Responsibilities:
- Research and design systematic spot FX strategies
- Develop alpha signals, regime logic, and risk frameworks
- Incorporate liquidity, microstructure, and execution constraints
- Apply stochastic / control theory concepts where appropriate
- Work with engineers to translate research into production logic
Key Skills:
- PhD in Financial Mathematics, Mathematical Finance, Applied Mathematics, Statistics, or similar
- Demonstrable systematic spot FX trading experience (G10 majors)
- Experience in electronic FX (eFX) environments
- Familiarity with multiple FX ECNs
- Strong grounding in stochastic processes, time series, high-dimensional statistics, and control theory
Salary (Rate): undetermined
City: undetermined
Country: United Kingdom
Working Arrangements: undetermined
IR35 Status: undetermined
Seniority Level: undetermined
Industry: Other
eFX Quant Consultant (Spot FX)
Engagement: Consulting / Contract
Location: UK preferred (open to overseas)
Client: Single Family Office
We are a single family office building a systematic spot FX trading capability for live electronic execution across multiple ECNs. Engineering is in place; we are seeking a senior eFX Quant Consultant to design and validate spot FX trading strategies for production deployment.
What You’ll Do
- Research and design systematic spot FX strategies
- Develop alpha signals, regime logic, and risk frameworks
- Incorporate liquidity, microstructure, and execution constraints
- Apply stochastic / control theory concepts where appropriate
- Work with engineers to translate research into production logic
What We’re Looking For
- PhD in Financial Mathematics, Mathematical Finance, Applied Mathematics, Statistics, or similar
- Demonstrable systematic spot FX trading experience (G10 majors)
- Experience in electronic FX (eFX) environments
- Familiarity with multiple FX ECNs
- Strong grounding in stochastic processes, time series, high-dimensional statistics, and control theory
Engagement Consulting / advisory basis
Flexible structure, competitive compensation
Direct access to decision-makers in a lean setup
Interested candidates: Please reach out with a brief summary of your spot FX experience and academic background.