Forums  > Careers  > eFX Quant Trading (Bank)  
     
Page 1 of 1
Display using:  

Jurassic


Total Posts: 415
Joined: Mar 2018
 
Posted: 2021-03-28 13:25
What does an efx quant trader role in a bank actually do model wise?

"Performing quantitative data analysis, model building and subsequent optimisation of pricing and risk management for the client franchise"

What does pricing and risk management modelling entail more specifically?

Also how does this compare with eRates quant positions say?

riskPremium


Total Posts: 26
Joined: Nov 2018
 
Posted: 2021-06-24 15:19
Pricing: adjusting spreads (by client type or market venue), researching new signals
Risk management: monitoring spreads, liquidity, inventory, etc.

When i was on a efx desk a few years ago, it was still half systematic, half discretionary. Not sure about now.
Previous Thread :: Next Thread 
Page 1 of 1