Equities Algorithmic Trading Quantitative Analyst Equities Algorithmic Trading Quantitative Analyst …

Anson McCade
in New York, NY
Permanent, Full time
Last application, 25 Sep 21
perfomance based bonus
Anson McCade
in New York, NY
Permanent, Full time
Last application, 25 Sep 21
perfomance based bonus
Great opportunity for an experienced quant in the equities space to join a growing team that is focused on innovation and improving Algorithmic trading strategies. They are using the latest and greatest of quant and programming world to accomplish that. The scope of work spans from optimal schedule to order routing. So it should be fairly interesting for people who want to learn more end to end about systematic trading.

Equities Algorithmic Trading Quantitative Analyst - VP level

NYC based

The Algorithmic Trading Quant team is responsible for the research, design, implementation and maintenance of Equities Execution Algorithms and related Trading Products offered to the firms' institutional clients and internal trading desks. The team collaborates with global teams and works with specific focus on North America and LATAM markets.

This is a great opportunity to work in a fast-paced environment and as a member of a quant group that develops cutting-edge algorithmic trading strategies, this position offers the opportunity to combine strong quantitative, technical and soft skills to foster innovation in a collaborative team culture. It is an opportunity to be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain and be part of the growing Equity Trading franchise.

Responsibilities:

  • Improve existing Trading Algorithms by being able to perform both model research and implementation work with the objective of providing best in class execution performance.
  • Research and analyze ideas for enhancing existing and developing new algorithms (such as liquidity seeking), models (such as market impact model) and short term predictive signals (such as fair value).
  • Perform analysis of large data sets comprising of market data, orders, executions and derived analytics.
  • Implement algorithm enhancements and client customization requests with production quality code.
  • Design and implement unit test and regression test case for changes made in the strategy code.
  • Enhance the trading model development and simulation frameworks.
  • Apply best practices towards developing modular, reusable, robust trading components and strategy code.
  • Support client algorithmic trading enquiries and assist with performance analysis & tuning.
  • Work in close partnership with Coverage desk, Technology teams and control functions such as Legal, Compliance & Audit in order to ensure appropriate governance and control infrastructure

Requirements:

  • Good understanding of US Equity Algorithmic Trading and Market Microstructure.
  • Minimum 5 years of experience in trading environment of which minimum 3 years should be in research and development of agency execution algorithms, smart order routing strategy, liquidity seeking strategies, market making strategies or high frequency trading strategies.
  • Experience applying statistical modelling and machine learning towards analysis of large data sets.
  • Experience with Predictive signal, Market Impact and Optimal Trading schedule models are desirable.
  • Strong programming and software design skills in Java. Minimum of 3 year of software development experience is required. Experience with low latency and/or high performance systems are desired. Strong candidates with experience in other object oriented languages such as C++ will also be considered.
  • Strong analytical and quantitative skills and experience using with statistical programming languages such as Python or R.
  • Experience with Q/KDB or time series databases is desirable.
  • Good communication skills, both verbal and written.
  • Ability to juggle multiple tasks and projects in a fast paced work environment.

Qualifications:

  • Masters or PhD in Finance, Mathematics, Engineering, Computer Science or related field
  • Applicable licenses: Will be required to either already have or apply upon arrival for Series 7 and 63.
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