DV Trading - Global Currency Hedge Trader
Requirements
• 3+ years of FX trading or currency portfolio management experience at a leading prop trading firm, hedge fund, or investment bank. • 3+ years of FX trading or currency portfolio management experience • Strong quantitative background with experience building portfolio optimization, risk, or trading models. • quantitative background • Deep understanding of G10 and EM FX markets, including spot, forwards, swaps, and funding dynamics. • G10 and EM FX markets • Demonstrated experience managing multi-currency portfolio exposures tied to global assets. • multi-currency portfolio exposures • Strong programming ability in Python, C++, or similar, with experience building production-quality models. • Python, C++, or similar • Strong statistical intuition and experience working with large market datasets and real-time risk systems. • large market datasets and real-time risk systems • Advanced degree in quantitative finance, mathematics, physics, engineering, statistics, or computer science preferred. • quantitative finance, mathematics, physics, engineering, statistics, or computer science
Responsibilities
• Identify, aggregate, and manage FX exposure generated by global equity trading activity. • Identify, aggregate, and manage FX exposure • Build quantitative models to optimize currency hedging decisions, minimizing portfolio-level FX exposure while balancing transaction costs and liquidity. • quantitative models to optimize currency hedging decisions • Develop systematic frameworks for hedge ratio optimization, timing of hedges, and instrument selection. • hedge ratio optimization, timing of hedges, and instrument selection • Execute FX hedges across spot, forwards, and swaps across G10 and EM currencies. • spot, forwards, and swaps • Monitor and manage portfolio-level currency risk across multiple regions and trading strategies. • portfolio-level currency risk • Continuously improve models by incorporating market structure, correlations, and macro FX dynamics. • market structure, correlations, and macro FX dynamics • Work closely with equity traders, quantitative researchers, and risk teams to integrate currency risk management into the broader trading platform. • equity traders, quantitative researchers, and risk teams • Analyze hedge performance and exposures to refine models and improve hedging efficiency. • refine models and improve hedging efficiency
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