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If you are an industry expert in Equity Electronic Trading, Algorithmic Design, or Quantitative Research in Equity Trading Strategies (medium-high frequency), please get in touch with me. My client is looking to expand its Equity Trading team that is responsible for all Equity Trading flow across their portfolios. The portfolios are built off of robust statistical arbitrage and systematic trading strategies that trade anywhere from days to weeks, and the team is looking to optimize its trading by bringing in Quantitative Researchers who can make a direct impact on the bottom line.
Responsibilities will include but are not subject exclusively to:
- VWAP, TWAP, and other Trading Strategy research
- Academic research on market micro-structure, transaction cost modeling, optimization, operations research, and market impact modeling
- Equity liquidity research and market analysis
- Research, development, and putting into production Trading Strategies implemented throughout the firm's Equity Portfolios
- Signal Research within noisy, unstructured data
- KDB/Q Experience Required
- Ph.D. is preferred but not required
Internal Number: 5857919
About Selby Jennings Buyside
eFinancialCareers is a career site specializing in financial services.