Mid-level (3 to 4 years), Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Finance, Asset Management, TradingIndustries
Requirements
Advanced degree in a subject with quantitative content (PhD preferable)
Related experience in trading research or execution consulting for financial service firms (4+ years) and exceptional hands-on research ability
Expertise in market microstructure for at least one asset class (e.g., equities, FX, credit or rates) and familiarity with market microstructure literatures
High motivation and willingness to acquire new skills on the job
Excellent communication skills and professional and respectful work ethics
Effective team player who works independently and confidently engages with trading and investment teams
Strong coding skills, ideally some Unix experience and proficiency in a programming language or statistical application like Python or R
Responsibilities
Perform data analysis, design and execute research projects, and build research models using various types of financial data
Apply both traditional econometrics tools and machine learning techniques to solve real world problems in trading
Acquire domain expertise in market microstructure and execution research for selected asset classes
Recalibrate, maintain and improve the current suite of models and automated trading processes
Work on execution strategy optimization, venue and algo optimal selection, intraday liquidity modelling and research based trading work flow automation
Stay informed of market developments to adapt our analytics framework and trading models
Build close ties with the trading data, analytics and research teams and trading desks globally