Quantitative Execution Analyst

  • Competitive
  • Boston, MA, USA
  • Permanent, Full time
  • MFS Investment Management
  • 16 May 19

The quantitative execution analyst will focus on multi asset class trade execution analysis globally. The primary responsibilities will be to assess trade execution quality, provide execution consultation and help evolve the trading analysis process. The individual will apply statistical and data analysis in order to capture insight into the trading process and will need to communicate those results clearly.

Principal Responsibilities:

•Conduct execution research and analysis globally, across asset classes.
•Provide regular and ad hoc reporting for this analysis.
•Respond to inquiries for portfolio liquidity, capacity and trade analysis.
•Collaborate with a variety of participants in the trading cycle, including PMs, traders, brokers, technologists, other trading analysts and third party providers.
•Present summaries and findings to the fund board, management and clients.
•Consult with PMs and traders on how to improve execution quality.
•Improve the availability and quality of internal and external data and analysis.
•Help maintain and manage third party post-trade execution analytic and vendor relationships.
•Proactively and independently develop quantitative analyses and tools to support and enhance the execution of trading ideas.
•Participate in the firm's assessment of Best Execution.
•Additional responsibilities may extend beyond trading cost analysis.

Job Requirements:

•Master's degree or equivalent in a relevant field such as finance, statistics, or data science.
•CFA designation preferred.
•Minimum of three to five years of trading, transaction cost analysis or related experience.
•Thorough understanding of quantitative financial and statistical concepts.
•Familiarity with 3rd party TCA systems.
•Equity and fixed income quantitative background, market structure knowledge, plus experience with trading processes and/or transaction cost analysis (TCA).
•Ability to work independently and proactively generate project ideas.
•Strong interpersonal and communication skills.
•Some international travel.