Quant jobs / State Street

eFX Alpha Quant Trader – VP

A researcher-trader role on the FX alpha team, which sits alongside the automated market-making and execution businesses. The aim is to build signals that make money after costs in live trading.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research new FX alpha signals, mainly spot and NDF, and take them live
Extend the existing suite of strategies on the mature backtesting platform
Monitor live models and look for degradation or improvements
Test whether ideas carry over to FX swaps, equities or futures

What they ask for

Required

Record of deploying systematic strategies that profit net of costs
Postgraduate degree in a quantitative discipline
Hard-science academics, ideally to PhD
Python (or Matlab or R)
Ability to get ideas into production quickly
Scepticism about in-sample performance

Preferred

Machine learning and AI experience
Java or C++

Education: Postgraduate degree in engineering, statistics, maths, physics or similar; PhD preferred
Experience: Proven track record of live systematic trading strategies
Languages and tools: Python
Matlab
R
Java
C++
Markets: fx

How to prepare

Build and backtest an intraday FX signal with realistic spread and slippage costs
Study event-driven FX research, such as data releases and fixings
Learn techniques for low signal-to-noise data and non-stationarity
Practise writing research code that can be productionised

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on State Street’s site before applying: requirements, location and pay can change after we check them.

View the posting on State Street’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with State Street and doesn’t handle applications.