Quantitative Trading eFICC

About Us

At ANZ, we're shaping a world where people and communities thrive, driven by a common goal: to improve the financial wellbeing and sustainability of our customers. Our Institutional bank helps our largest customers move trade and capital around the region, providing our people with great opportunities to build their technical expertise and their careers.

 

About the Role

We are seeking a highly skilled Machine Learning and AI Specialist to join our Systematic FX Trading team. The ideal candidate will have a strong background in quantitative finance, data science, and machine learning, with a passion for developing and implementing innovative trading strategies. Key responsibilities are focused on driving greater performance from inherent risk and data and analytics by guiding the development of alpha generating systematic risk management. The role will also be responsible for ongoing support to the Director Systematic Dealing.

 

Banking is changing and we’re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you’ll be building your future, while helping to build ours.

 

Role Type:  Permanent,  Full Time
Role Location:  Melbourne, Sydney or Singapore

What will your day look like?

• Contribute to the development of the global analytics library and front office trading application written in KDB/q and Java.

• Working with Technology to adapt and deliver the global models and applications to local market requirements while retaining the efficiencies of a systematic digital product offering.

• Designing, developing, reviewing and implementing models in response to customer needs, and proactively updating the parameters and market inputs for pricing algorithms and signals across G10 and emerging market currency pairs.

• Maximise e-trading revenue opportunities across all electronic FX products as well as precious metals, rates and credit through optimising existing flow and implementing Alpha based strategies.

• Develop our inhouse trading systems through advanced quantitative models and methodologies in electronic trading, such as trade execution, client internalisation, market-making algorithms and AI models and machine learning Algorithms.   

• Responsibility for adjusting and optimising the parameters used in risk management strategies. Improve our market making and systematic trading strategies through reinforcement learning and prescriptive analytics

• Ensure alignment and adherence with Markets dealing and distribution mandates, suitability frameworks, governance and conduct policies, processes and standards

What will you bring?

To grow and be successful in this role, you will ideally bring the following skills and experience:

• Strong experience in quantitative research, extensive knowledge in systematic trading and financial markets. Sound knowledge of eFX markets and products – inclusive of technologies to enhance capabilities. esp Spot, Forwards, NDF’s and Options preferable.

• A technical degree (for example Computer Science, Mathematics, Engineering, Physics and or similar) and Finance related Qualification (for example, CFA, Masters Financial Engineering)

• Strong in developing and implementing AI models, trading strategies, data analysis, back testing and validation, signal processing, performance monitoring, research and innovation.

• Experience in dealing with supervised and unsupervised learning techniques through leveraging internal and external data to drive client engagement and profitability. Negotiating with stakeholders at all seniority levels to implement new concepts and frameworks.  

• Excellent Analytical skills with an understanding and capability of low latent programming languages and operating systems - C++, Java, Q, R and python. Familiarity with MLOps and software development best practices and Algorithm implementation.

So why join us?

 

From the moment you join ANZ, you'll be doing meaningful work that will shape a world wh