A Boston based global asset manager is looking for a Quantitative Researcher with transaction cost analysis (TCA) experience to build statistical forecast models for the firms Systematic Trading team.
- Join the firm’s Systematic Trading Research team to focus on data driven analysis to better understand the impact of pre-trade transaction and execution costs
- Contribute to quantitative research on best execution strategies
- Analyze implementation shortfall data against actual transaction cost and return forecast models
- Build and maintain market data and transaction databases for research and analysis.
- Work with portfolio managers and traders on trade implementation strategies
- Model and analyze large unstructured datasets
- An advanced quantitative degree in finance, statistics, math, physics or computer science is strongly preferred along with 5+ years of work experience.
- Must have direct experience in TCA
- Current development experience with Python (Numpy, Scipy, Pandas, SKLearn)
- Strong Statistical and data management skills
- Experience modeling large unstructured datasets
- Deep understanding of US equity market microstructure
- Experience with market data: US real time and historical.
Keywords: Transaction Costs, Trading, Equity, Market Microstructure, Data Analysis, Python, Quantitative Research, Machine Learning
Please refer to Job 23372- and send MS Word attached resume to Jim Geiger, firstname.lastname@example.org | For More Opportunities Visit www.analyticrecruiting.com