• USD120000 - USD250000 per year
  • Boston, MA, USA
  • Permanent, Full time
  • Selby Jennings Buyside
  • 2018-12-13

Algo-Execution Quant

  • Location: Boston, MA, USA
  • Salary: USD120000 - USD250000 per year
  • Job Type: Full time

Algo Execution Researcher

The vacancy that they are looking to fill at the moment is a role on their trading desk doing full cycle research, development, and implementation of medium to high-frequency trading strategies alongside the investment committee. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment and exceptional opportunity for career progression.

Responsibilities will include:

Systematic and quantitative research and development of higher frequency trading strategies across global futures markets -

Research and implementation of new data-sets into developmental strategies

Evalution or pre/post trade data

TCA mitigation and strategy optimization

Back-testing and understanding of strategies including abstractions and requirements

Market micro-structure research and alpha signal research across futures

Collaboration between team members in order to drive productivity and facilitate innovative ideas

Ideal candidates should possess:

Exceptional programming and quantitative skills(Python, C++, R, SQL, KDB/Q

Strong programming skills in various languages

Masters degree in a computational field, Ph.D. preferred