NY-based sell-side equity electronic trading team is looking for Quantitative Analyst with statistical and computational experience and strong Python programming skills to develop latency multi-threaded equity algorithmic execution and order routing applications .
The objective is to develop an internal proprietary equity execution algorithmic platform.
• Design, develop and enhance low latency (100 microseconds client to exchange) Equity Algorithmic trading container and Smart Order Router systems
- The Candidate will work with a team to analyze existing equity trading programs and enhance, develop, and build better state of art smart order routing electronic execution models.
- This is a position that requires strong Python skills with a practitioner's understanding of algorithmic execution models who can also implement their ideas in code.
- Advanced Computational Finance Degree strongly preferred
- 1+ years of solid equity algorithmic execution software developer experience
- Experience building python based equity execution systems with high-performance requirements (latency and throughput)
- Strong understanding of data structures and algorithms
- Strong programming skills (SQL, Python)
- Knowledge of time-series data platforms (q/KDB+)
- Experience with multi-threading and concurrent programming
- Ability and interest in working in defining and building new software for equity execution strategies
- Experience in market microstructure research, order placement modeling, or trade signal generation
- Superior knowledge of equity micro-market structures
- Superior communication skills to work with sales, traders, and clients
Our Client would like to see candidates from some of the larger bulge bracket firms or equity algo execution vendors who are looking for a unique opportunity to work on new software development projects that require you to work closely with sales and trading to build customized solutions for the firm’s clients.
Keywords: Python, q/KDB+, Equity Execution Models, Algorithmic Trading, Execution strategies, Smart Order Routing, Pairs, Software Developer
Please send resumes to Jim Geiger firstname.lastname@example.org