TCA Algo Quant Analyst - Hedge Fund

  • Market related
  • Tai Ching Cheung, Hong Kong
  • Permanent, Full time
  • GQR Global Markets
  • 05 Jan 18 2018-01-05

A multi-billion dollar hedge fund in Hong Kong requires an expert in TCA, algo execution strategy research and design to work with portfolio managers to improve overall book performance.

A multi-billion dollar buy-side is seeking a quantitative analyst to join their group to improve overall book performance through transaction cost analysis and algo execution research.

This is a unique position in a highly regarded US fund to conduct market microstructure analysis, TCA, algorithmic execution strategy design, and market impact modelling (pre & post trade) for portfolio managers.

The group is multi-start and PM's will be both fundamental and quantitative, so seek someone with strong quantitative skills and with similar previous experience in a prior Algo execution role.

This role is ideally suited for a sell side quant analyst wishing to make the switch to the buy-side who has the following

  • 5+ years’ experience
  • Expert TCA, market microstructure and execution algo experience (VWAP/TWAP)
  • In depth knowledge of equities, in particular for APAC markets
  • Excellent quantitative skills
  • Strong programming and algo design & implementation
  • Strong communication skills to work with multiple portfolio managers