Closing soon
Commerzbank is a leading international commercial bank with branches and offices in almost 50 countries. With the two business segments Private and Small-Business Customers, as well as Corporate Clients, the Bank offers a comprehensive portfolio of financial services to its clients.
Your tasks
- To research, test and implement quantitative pricing and trading strategies for an electronic FX market making business
- To provide daily support to various business stakeholders (eg traders, quants, sales) and help resolve any system issues as they arise
- To help grow the profitability of the business through the quantitative analysis of proprietary data
Key activities
- Provide adequate support to the trading team in dealing with technical issues as they arise
- Analyse historical trades and market data with the use of an analytical programming language such as python to identify strategic opportunities
- Monitoring of system health and prices generated by the trading platform
- Optimizing platform parameters and settings
- Research, prototype and backtest new pricing and hedging strategies
- Coordinate with IT to bring new systematic trading strategies to production
- Assist in key system developments – pricing, hedging & position management & client tiering
- Identify client patterns and translate into strategic proposals to maximize the success of the global franchise
- Stay up to date with the latest research on algorithmic trading
Duration
6 or 12 months