You will change the way we trade equities. This role will sit in the MAS investment team, at the intersection of our PMs and trading desk to develop intraday signal generation, manage equity execution and broadly contribute to execution strategy within MAS. Initial focus will be to develop systematic equity execution models by using data analysis and model building which results in systematic trading strategies for instruments that are current traded using a variety of implementation vehicles (listed and OTC).
- Define and develop effective and scalable portfolio implementation strategies for MAS equities strategies
- Establish a feedback loop with our PMs and trading team to contribute to new signal generation and improve investment returns by incorporating real time factors into trading decisions
- Develop models and analysis for evaluation of trading tools used in systematic trading process
- Work with traders, quants and developers/engineers to advance systematic trading efforts
- Research and implement performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
- Minimum 7+ years professional experience
- Deep market structure knowledge in global Equities including cash equities, single name swaps and TRS
- Proven ability to analyze and develop systematic execution strategies which minimize trading costs, slippage and information leakage
- Strong programming skills in Python or other similar languages
- Masters/ PhD degree in a technical or quantitative discipline, like math, statistics, computer science, physics or financial engineering.
- Relationships and experience interacting with sell side trading desks
- Knowledgeable about middle office areas that touch trading including trade support, technology and compliance
- Outstanding problem-solving abilities and communication skills
- Ability to work independently while also being a strong team player