Algorithmic Trading Quant

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 31 Aug 17

Growing Asia based bank is looking for an Electronic Trading Quant to assist with the imminent roll out of our Algorithmic Trading Suite to the North American Cash Equity markets. The role will involve design and evaluation of alpha models across several time horizons, plus integration into various execution strategies. The position will have a client facing component, involving technical sales, requirements gathering and trading support.

Based in New York, we are offering an opportunity to work with an Asia based team with a proven track record during a period of significant expansion. It is a team of diverse backgrounds that fosters a collegial culture of openness and creativity. Working in close partnership with a number of large global buy side firms, the role will give the right candidate exposure to the cutting edge of Execution Strategy development.

 

The main responsibilities are:

 

  • Modelling and evaluation of various aspects of intraday trading behavior (such as alpha, volume and volatility)

 

  • Integration and calibration of the models within a sophisticated framework for constructing execution strategies

 

  • Authoring of quantitative microstructure research for distribution to clients.

 

  • Maintenance and performance optimization of existing (standard) execution strategies.

 

  • Technical Sales and ongoing trading support – part of the role will involve tailoring strategies to buy-side trader and PM’s trading styles and providing feedback on the performance of our models and strategies.

 

 

What We Are Looking For

  • Experience/Strong interest in and knowledge of U.S. equity market microstructure, smart order routing & alternate exchanges beneficial
  • Excellent Technical Communication Skills - you will be expected to be able to convey complex concepts clearly and succinctly to technical and non-technical audiences.
  • A passion for coding and technology - we love using technology to overcome challenges and are not afraid to redesign and refactor often if it gives us a commercial advantage.

 

  • The ability to work independently – whilst we will ensure that the right candidate receives the support needed to succeed, the time zone separation means that a significant part of the work will need to be carried out independently.

 

  • Excellent Mathematical skills with industry experience in one or more of the following fields: Econometrics, Machine Learning, Time Series Analysis, Game Theory, Signal Processing, or Market Microstructure.

 

  • Strong Java and general software development skills.

 

  • Experience with Mathematical Software (R preferred but not essential).

 

  • Experience with  kdb and q development or a strong willingness to learn.

 

  • Experience with trading of Cash Equity markets and Series 7/57 would be advantageous.