Senior Quant Researcher - Execution

Quantitative Analyst

Our client's automation and analytics team consists of physicists and mathematicians who built their careers with major asset managers, hedge funds and broker dealers across equities, fixed income and FX trading. They create advanced trading tools and to make the markets more efficient. The innovative decision support tools and state-of-the-art quantitative models we build, help traders, portfolio managers, and CIOs, to make important decisions across the buy-side and sell-side. They combine their technical skills and product knowledge to craft unsurpassed solutions for their customers. If you are a creative, open-minded, and results oriented quant – keep reading.

What's the Role?

As a member of the trading research quant team you will work with various asset classes, contributing to decision making and trading strategies. Trade cost analysis (TCA), broker-algo selecting tools, crowd-sourcing, alpha and risk modeling, market impact and optimizations are all part of this process.

We Will Trust You To:

• Create innovative frameworks and state-of-the-art quantitative models for a variety of our clients and job functions including traders, portfolio managers and CIOs.
• Participate in the full life-cycle workflow from hypothesis formulation, research and prototyping through to production release to clients.

You Will Need To Have:

• PhD/MS in science/math/engineering/operations research/quant finance
• Fluency in calculus and stochastic processes
• At least 4+ years of financial industry experience, preferably with bonds, FX or futures
• Experience building advanced statistical methods in a big data environment
• Numerical programming experience in Python
• A creative mind with attention to details and drive for results
• Comfort interacting with other quants, developers and product managers

We'd Love To See:

• Market microstructure and TCA knowledge
• Multi-asset experience
• Knowledge of machine learning algorithms
• Solid programming experience, preferably with Python