A leading investment bank, based in NYC, is looking for an Equity eTrading Director to join the leadership team of their Equity eTrading group. The business is strategically looking to grow their market share and you will be tasked with revolutionizing their limit order placement to compete with the best Wall Street has to offer, as well as enhancing their algo design and improving their SOR.
- Analyzing and improving the performance of the models within their algo wheel
- Designing models for limit order placement
- Building a response function for short-term alphas and integrating them in to limit order model
- Work with quant development and technology to ensure models are accurately implemented
- Explore related academic research for the benefit of the group
- Work closely with the product team
- Ph.D. in a quantitative discipline.
- Extensive knowledge of US equity market microstructure and various order types available
- Deep knowledge of equities eTrading algorithms
- Practical knowledge of statistical methodologies
- Proficient programming skills with either Python or Q
- Comfortable handling and analyzing large amounts of tick data
- Excellent communication skills and a confident people manager