Fit score
Verdict
Needs more evidence
The candidate's 6+ years of FX trading experience at StraitsBridge Bank and direct partnership with quants provide a strong foundation in the required asset classes (FX, rates) and trader communication, which are core to the JD. The score is held back because the CV lacks any direct, defensible evidence of hands-on Python modelling, signal testing, or owning a model lifecycle from hypothesis to desk feedback—these are explicit, non-negotiable requirements for the quant researcher role.
Score breakdown
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Hard requirements coverage requirements15/35
The candidate shows understanding of FX/rates products and clear English communication, but lacks proof of strong Python/SQL for analysis, publishing practical research, or owning a model lifecycle.
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Experience relevance relevance20/30
Direct FX trading experience and partnership with quants on backtesting is highly relevant to supporting FX/rates trading teams, but the role is trading, not research.
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Evidence quality evidence8/20
Experience bullets are vague (e.g., "partnered with quants," "reviewed model assumptions") and lack concrete research outputs, code examples, or performance metrics.
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Claim defensibility defensibility5/15
The final, aggressive all-caps claim about leading a desk in 2008 is indefensible as it conflicts with the candidate's education timeline (graduated 2011) and creates a major credibility risk.