Quantitative Analyst (for onsite Bahamas)

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 14 Nov 17 2017-11-14

The work will involve undertaking in-depth transaction cost and liquidity analysis as well as the management and development of custom built software and tools on a diverse portfolio of futures and foreign exchange instruments. You will work alongside the Founder, to assist in analyzing and optimizing trading costs, on transaction data accumulated over many years, to drive enhanced trading returns. Please note that the post requires you to relocate to The Bahamas for at least one year. Relocation assistance, travel reimbursement, accommodation, and medical insurance is offered to successful candidates willing to relocate to the Bahamas for this opportunity.

  • Analyze. Study factors that drive slippage such as size, volume, spread, time horizon, volatility and order book dynamics to improve existing expected slippage models.
  • Manage. Drive and manage the development of custom-built software and tools for analyzing slippage
  • Review and Report. Analyze current and past financial data to identify trends in slippage performance through back-test simulations. Use visualization tools and techniques to enhance transparency and to facilitate the intuitive interpretation of results.
  • Collaborate. Proactively get input from and share ideas with other stakeholders and members of the company.
  • Thought leadership. Ensure the company is at the leading edge of professional and academic thinking in the transaction cost analysis and slippage modeling areas.

Required Skills

  • Post-graduate degree in a quantitative subject.
  • Broad knowledge of finance and statistics.
  • Proficiency with statistical tools such as R, Python on a Windows platform.
  • Familiarity with post-trade analytics for transaction cost analysis and performance diagnosis is an advantage.

     

Personal Skills

We are looking to hire an intelligent, motivated individual to work within our Research team, who can demonstrate the following attributes: 

  • Excellent communication skills that facilitate strong stakeholder engagement.
  • Good interpersonal skills.
  • Self-motivated.
  • Commitment to ongoing development and operating at the forefront of transaction cost analysis.
  • Detail-oriented with good organizational skills.