Equities Algorithmic Trading Quantitative Analyst - VP level

NYC based

The algorithmic trading quant team is part of Markets and is responsible for the research, design,

implementation of Equities Execution Algorithms and related products offered to their institutional clients and

internal trading desks. The team collaborates with global teams with specific focus on North America and LATAM

markets.

This is a great opportunity to work in a fast-paced environment as a member of a quant group that develops cutting-edge algorithmic trading strategies. They are seeking candidates with strong quantitative, technical and soft skills that can foster innovation in a collaborative team culture. You will be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain and be part of their growing Equity Trading franchise.

Responsibilities:

• Research and analyze ideas for enhancing existing and developing new algorithmic trading strategies.
• Perform analysis of large data sets comprising of market data, orders, executions and derived analytics.
• Support and develop various core models and predictive signals used by various execution algorithms.
• Perform research on market microstructure and market impact models.
• Provide data and analysis supporting initial model validation and ongoing performance analysis.
• Conduct performance analysis & tuning of various clients flows.
• Enhance and use algo trading simulator and other tools to tune various execution algorithms.
• Understand production strategy and model code to be able to run tests and make enhancements.
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.
• Support desk enquiries and collaborate closely with traders and technology professionals.
• Adhere to all policies and procedures as defined by your role which will be communicated to you.
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.

Requirements:

• Good understanding of US cash equities and market microstructure.
• Minimum 3 years of experience in trading environment of which 2 years should be in research and development of agency execution algorithms models or high frequency trading strategies.
• Experience applying statistical modelling and machine learning on large trading and market data sets.
• Experience with predictive signals, market impact and optimal trade scheduling models.
• Strong analytical and quantitative skills.
• Proficiency with Python or R.
• Experience with Q/KDB or time series databases is highly desirable.
• Knowledge of Java or C++ is highly desirable.
• Good communication skills, both verbal and written.