Low Latency Algorithmic Trader, Asian Markets (FX, Equities, Commodities)

You will take ownership of strategy P&L across Asian and global markets, monitor execution quality in real time, respond to changing market regimes and work hand-in-hand with researchers and engineers to improve edge continuously. This is a role for someone equally comfortable interpreting alpha signals and reading an order book across equities, FX and commodities. Responsibilities Monitor and manage a portfolio of live algorithmic strategies across equities, FX and commodities, with a focus on Asian markets Analyse intraday P&L attribution, slippage and fill quality to identify execution inefficiencies Respond to market regime changes and risk events with appropriate parameter adjustments or strategy suspension Collaborate with the research team to evaluate new signals and translate them into deployable strategies Manage exchange connectivity relationships and stay current on Asian venue rules, fee schedules and regulatory changes Requirements 3+ years of experience in an algorithmic trading or quantitative execution role at a HFT firm, market maker or tier-1 bank Strong knowledge of Asian markets and their microstructure Experience trading one or more of equities, FX and commodities Strong quantitative background: statistical thinking, signal evaluation and transaction cost analysis Solid Python skills for rapid analysis of trade logs, market data and strategy performance Ability to make rapid, evidence-based decisions under pressure in live market conditions Benefits Direct responsibility from day one with full visibility into strategy performance and risk parameters Collaborative environment with quantitative researchers and engineers working in the same open office 30 days holiday and gym membership Access to proprietary data, research tools and a mature analytics platform built in-house