My client, a global leader in institutional equities trading, is recruiting for a quantitative researcher to join the algorithmic trading quantitative research and design team. The team is responsible for designing the firm's equity trading algorithms in addition to various analytical models that inform trading decisions.
The successful candidate will be required to work independently and with key stakeholders across the Execution & Quant Services business to research, design and test analytical models to improve algo performance, conduct back-testing of proposed trading signals and analytics to ensure suitability annd performance and to write specifications of new algorithm features for implementation by the Tech teams. You will also work with others in the team to prooduce post-production statistical analysis of new models and comparison versus existing models.
Applicants must have a Masters Degre or PhD in a technical field such as Mathematics, Statistics, Engineering or similar and a good knowledge of equity execution algorithms and strategies. Experience of working with data in Python is ideal as is the ability to prodice clear, concise analysis.