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MQA - Equities Algorithmic Trading Quantitative An
Location : New York, New York City
Refer job # VRVA341148

Job Responsibilities and Requirements: Key Responsibilities: This candidate will report to the regional head of the Equity Electronic Execution Quant group. The candidate will be involved in the development of the algorithm platform, the algorithmic models and the support of the day to day activities of the Electronic Execution business. They will be part of the Global Electronic Quant team and will contribute into all regions but with a particular focus on the US and LATAM markets. The platform includes execution algorithms, real time signals, machine learning based recommendation models and analytics associated with the measurement of algo performance. Where a candidate has experience, there are many opportunities for running projects on a regional and global basis. Key activities will include: Researching and providing recommendations for improving trade scheduling , order placement and order routing models used by various equity trading algorithms with the objective of providing best in class execution performance Researching and implementing new approaches such as machine learning for optimal trade execution and order routing Performing analysis of large data sets comprising of market data, orders, executions to understand algorithm performance and develop signals and analytics to improve performance Implement client and desk requests for bespoke algorithms. Support client enquiries and assist with performance analysis and reporting Development Value: Opportunity to work in a fast-paced environment as a member of a quant group that develops cutting-edge algorithmic trading strategies. The position offers the opportunity to combine strong technical and quantitative skills to foster innovation, coupled with soft skills in developing internal and external client relationships. Knowledge/Experience: Good understanding of US equity trading and market microstructure. Knowledge of algorithmic trading (order books, volume forecasting, equity impact cost models etc. ). Minimum 3 years of experience in trading environment of which minimum 2 years should be developing execution algorithms, or high frequency trading strategies. Experience applying statistical modelling and machine learning towards analysis of large data sets. Skills/Competencies: Strong analytical and quantitative skills and experience using scripting languages such as R or Python as well as object oriented programming in Java or C . Experience with Q/KDB or time series tick databases desirable Good communication skills, both verbal and written. This role will require interaction with clients and contributing to white papers Ability to juggle multiple tasks in a fast paced work environment. Qualifications: Ph. D. or M. S in Mathematics, Physics, Statistics, Computer Science, Engineering or Financial Engineering or a related field. Applicable licenses: Will be required to already have or apply for Series 7 and 63.



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