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$120,000 - $300,000 Per Year
Full Time Remote
4 months ago
WHO YOU ARE The successful candidate will be responsible for strengthening our Quantitative Research efforts globally by: • Analyzing execution performance and transaction costs • Working with traders to seek intelligent ways to work orders in the market and reduce transaction costs • Conducting research on market microstructure and pre-trade models (including price dynamics, market impact and transaction costs) • Scoring order execution performance against benchmarks, accounting for risk exposure and opportunity costs • Building a formalized execution algorithm selection system We are looking for a detail-oriented individual with good analytical and statistical skills, as well as strong passion for financial markets. We are interested in candidates with: • At least 3 years of relevant quantitative work experience in transaction cost analysis (TCA) and trading data engine development from buy or sell side • Experience in specialized strategies designed to minimize market impact of algorithmic execution • Experience in ranking algorithms based on historical performance of executed orders • Proficiency in coding and processing large amounts of trading data • Good command of spoken and written English
$120,000 - $300,000 Per Year