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A multi-billion dollar buy-side is seeking a quantitative analyst to join their group to improve overall book performance through transaction cost analysis and algo execution research.
This is a unique position in a highly regarded US fund to conduct market microstructure analysis, TCA, algorithmic execution strategy design, and market impact modelling (pre & post trade) for portfolio managers.
The group is multi-start and PM's will be both fundamental and quantitative, so seek someone with strong quantitative skills and with similar previous experience in a prior Algo execution role.
This role is ideally suited for a sell side quant analyst wishing to make the switch to the buy-side who has the following
5+ years' experience
Expert TCA, market microstructure and execution algo experience (VWAP/TWAP)
In depth knowledge of equities, in particular for APAC markets
Excellent quantitative skills
Strong programming and algo design & implementation
Strong communication skills to work with multiple portfolio managers