Citi ICG Markets – FX Systematic Execution Specialist in Singapore, Singapore

  • Primary Location: Singapore,Singapore,Singapore

  • Education: Bachelor's Degree

  • Job Function: Trading

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: Yes, 10 % of the Time

  • Job ID: 17063881

Description

Algo Platform Management

  • Understand complex Algo strategy logic and have ability to communicate this to sales and clients

  • Observe Orders as they arrive and ensure that Algorithms are executing as expected

  • Client liaison around all aspects of order execution

  • Handle Order Execution, Allocation and Roll function for clients when required

  • Respond to client questions on appropriate Algo’s to utilize in given market conditions based on pair and size

  • Volume / P&L / Performance analysis

MAG Index Business - Flow Management

  • Systematic Model Management - daily signal checks / validation.

  • Signal Execution G10, EM, NDF and FX Options

  • Monthly model position rebalancing and rolling

  • Trade, MTM and P&L reporting for clients

  • Execution mandate analysis and pricing

  • Work closely with Technology teams around execution system design and development

Fixing Risk Management

  • Execution of fixing risk in line with approved strategies and procedures

  • Volume / P&L / Performance analysis

  • Regular review of execution strategy and pricing to align with market conditions

Quant analysis

  • Working with the Algo quant team on client and market specific analysis

  • Participation in Algo strategy development – research & testing

  • Analysis of market microstructure effects and impact on algo performance

  • Research and implementation of optimal execution strategy across various indices and fixings

Qualifications

Knowledge/Experience:

  • A good knowledge of FX Spot, forwards and options market is required; trading experience a plus

  • This is not a risk taking role, but rather a risk monitoring/cover/reduction role

  • The ability to communicate with clients is essential

  • Programing skills preferred (KDB, SQL, Java, Python a significant benefit)

  • Ability to perform detailed analysis on large data sets to access Algo performance for clients

  • Excellent excel and PowerPoint presentation skills

  • Ability to engage business quants to articulate performance issues and enhancements needed for Algo strategies

  • Ability to perform multiple task at once in a high pressure environment

Skills/Competencies:

  • Very strong communications skills

  • Good numerical skills a must & some programing skills preferred

  • Ability to perform detailed analysis on large data sets to access Algo performance for clients

  • Competence in dealing with technology

  • Good understanding of client process requirements and needs

  • Highly motivated self-starter

  • Willingness to succeed in a global team/team player

  • Ability to work and deal with external clients under pressure

  • Valuing Diversity: Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.