Responsibilities

• Analyzing and improving the performance of the models within their algo wheel
• Designing models for limit order placement
• Building a response function for short-term alphas and integrating them in to limit order model
• Work with quant development and technology to ensure models are accurately implemented
• Explore related academic research for the benefit of the group
• Work closely with the product team

Requirements

• Ph.D. in a quantitative discipline.
• Extensive knowledge of US equity market microstructure and various order types available
• Deep knowledge of equities eTrading algorithms
• Practical knowledge of statistical methodologies
• Proficient programming skills with either Python or Q
• Comfortable handling and analyzing large amounts of tick data
• Excellent communication skills and a confident people manager