Quantitative Researcher/Developer, Algorithmic Trading Analytics

Job Responsibilities

• Build backend services for capture, storage and analysis of various datasets required to measure transaction costs
• Develop web front end for Trade Cost Analysis (TCA)
• Develop statistical models and machine learning frameworks for evaluation of execution methods and algorithms
• Research market impact and information transfer phenomena for various asset classes
• Data modelling and development of systematic trading strategies

Candidate Profile

• B.S., B.A., M.S., M.F.E or Ph.D. degree in technical field
• Market Data Specialist, Market Microstructure
• Familiarity with equity fundamental databases, Compustat, FactSet, Reuters WorldScope, RavenPack
• Data Science, Data Analysis, Machine Learning, Neural Networks, Deep Learning
• Ability to assess buy vs build tradeoffs and performance tradeoffs at all levels of the technology stack

• Programming skills:
• - Experience with kdb+/Q (required)
• - Proficiency in at least one compiled language like Go/Rust/Scala/C++/Java (required)
• - Proficiency in at least one scripting language like R/Python/Ruby/V8 (required)
• - Experience with modern development stack (GitLab/Docker/Kubernetes/Rancher) (desirable)