As a member of the Trading Research Quant team you will work with various asset classes, contributing to decision making and trading strategies. Portfolio Manager and Algo profiling 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.
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 with Equities and/or Fixed Income
- Experience building advanced statistical methods in a big data environment
- Numerical programming experience in Python, Matlab or R
- 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
- Ability to code in C++ is a plus