Quantitative Researcher, Algorithmic Trading

Responsibilities

• Predict intraday quant params from historical data.
• Predict intraday volume patterns and velocity.
• Identify sparse data symbols and create models to handle.
• Design communication model between predictions and trading system.
• Analyze algorithmic outcomes to propose improvements to scheduling and order placement.
• Research alpha models used for pricing, venue selection, and internalization decisions.
• Research and propose new internalization models to improve algorithmic PnL.

Qualifications

• 3-5 years experience with algorithmic trading systems and models.
• B.S./M.S. from a leading university in a STEM discipline.
• Deep understanding and ability in mathematics and statistics.
• Excellent programming skills in Python.
• Strong proficiency in data analytics and quantitative techniques.
• Attention to detail, exceptional organization, and proclivity for automation.
• Excellent communication skills: ability to express complex concepts in simple terms.
• Ability to work independently and as part of a team in a fast-paced environment.