• Permanent, Full time
  • Anson McCade
  • 2019-05-21
  • London, England, United Kingdom
  • Negotiable
  • Full time

Senior Cash Equity Quant - VP/D level

Our client is looking for a senior Quantitative Analyst to join the Equity Quantitative Analysis group and work on the algorithmic and analytics libraries used for the Equities Electronic Execution business and Central Risk desk. The Equity Quantitative Analysis team creates, implements and supports the algorithms and models for the Equities Division. As part of the front office, the team supports the trading business in all quantitative aspects.

Key Responsibilities:

You will report to the EMEA head of the Equity Electronic Cash quant group. You will be involved in the development of the algorithm platform, the algorithmic models and the support of the day to day activities of the Electronic Execution business and Central Risk desk. The platform includes the execution algos, real time signals, machine learning based recommendation models, analytics associated with the measurement and understanding of algo performance, central risk optimization, alpha generation and liquidity provision to both clients and internal desks.

You will have the opportunity to shape the development of the algorithmic platform, risk products and systematic liquidity provision within Equities and to lead and manage projects within the EMEA Equities Quant team.

Requirements:

- Knowledge of object-orientated coding is required.
- Strong background mathematics is required - PhD/ Master in Maths / Physics / Statistics or related subjects.
- Deep understanding of equity markets and the associated microstructure is essential.

  • Knowledge of algorithmic trading (order books, volume forecasting, equity impact cost models, risk and liquidity provision models).
  • Strong technical programming (Java, C++, Python).
  • Keen interest in implementation of algorithms.
  • Keen interest in the financial markets.
  • Strong leadership, management and teamwork capability.