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

Systematic/Algorithmic Quant Research Engineer - Assoc/VP Level

My clients' Global Equities division is a market-leading provider of equity and equity-linked products to institutional, corporate and retail clients worldwide. This role is in the European Product Development team within the Electronic Equities Group, which is responsible for research and development of execution algorithms, underlying mathematical trading models and analytics for Equities.

Systematic/Algorithmic Quant Research Engineer - Assoc/VP Level

London based

My clients' Global Equities division is a market-leading provider of equity and equity-linked products to institutional, corporate and retail clients worldwide. This role is in the European Product Development team within the Electronic Equities Group, which is responsible for research and development of execution algorithms, underlying mathematical trading models and analytics for Equities. The team supports trading desks in all quantitative aspects. Execution algorithms and analytics are offered to the Bank's internal trading desks and to external clients through the Bank's Electronic offering.

Key Responsibilities:

  • Participating in some of the group's research projects including the trading signal generation, portfolio risk optimisation and liquidity predictions.
  • Enhancing and using the Transaction Cost Analysis (TCA) toolkit to identify market conditions.
  • Contributing to the development trading platforms to improve the performance and enrich the functionality of existing trading strategies.
  • Back-testing the existing quant models/trading strategies and their enhancements.
  • Participating in short term pricing projects.
  • Driving analytics and content creation for interaction with clients.
  • Developing a series of "index-aware" algorithms to manage execution of the index / sector / custom basket products.
  • Building and enhancing the back-testing frameworks within the firm.

Skills and Qualifications:

  • Strong programming skills such as Java, C++, Python, R, Matlab. Any additional programming or scripting skills a plus.
  • Good understanding of data modelling and data representation.
  • Basic knowledge of networking/data communication concepts.
  • Good understanding of concepts related to large data sets, machine learning/artificial intelligence.
  • Solid understanding of linear and non-linear regression analysis and neural networks.
  • Good mathematical skills including calculus fundamentals, linear algebra, statistics.
  • Good understanding of economics, and finance.
  • Educated with an MSc/PhD in a relevant subject such as Mathematics, Statistics, Computer Science, Physics, Engineering or the equivalent work experience or qualifications.
  • Able to articulate ideas confidently and concisely.
  • Highly analytical and numerate.