Join a team that is designing, building, and implementing algorithmic models for executing US equities (smart order routing, limit order placement, venue selection)
Evaluate execution performance
Incorporate the latest academic research and ideas into the algorithmic models
Ensure that the models have been implemented properly
The role requires 2+ years of experience working with an equity firm to deliver algorithms for automated pricing, risk management and execution for US equity transactions.
The role requires deep understanding of equity market micro-structure, transaction cost analysis (TCA), algo order routing logic and trade venue analysis.
The role requires advanced knowledge of statistical methods, programming experience using Python and the ability to handle large amounts of trading data
The ideal candidate will have to be: smart, articulate, quick thinking, and have high energy, drive and intensity, have the ability to interact with others, know technology, have trading room experience, can build relationships, can push back. If you have these attributes and 2+ years of equity execution platform development experience this will be a career changing opportunity.
The firm prefers candidates with advanced quantitative degrees