Quantitative Analyst - Algorithmic Trading

  • Competitive
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Non-disclosed
  • 15 déc. 17 2017-12-15

Quantitative Analyst - Algorithmic Trading

Quantitative Analyst - Algorithmic Trading

A $22bn systematic hedge fund is looking for a quantitative analyst to join the group. The ideal candidate excels in a highly-demanding but constantly-changing environment, presenting new and challenging issues each day. They are seeking new ways to extract alpha from a highly complex equity markets using by optimizing execution algorithms and transaction cost analysis. Algo model creation, development, implementation, and maintenance are all duties that fall under this role. Particularly of interest are candidates coming from algo execution services groups or market making teams and those with machine learning skills. 

Requirements:
- Advanced degree in Physics, Statistics, Mathematics, Engineering, Comp Sci, or similar
- Strong C++ skills
- Strong quantitative skills
- Statistics
- Mathematics
- Problem-solving

- Great communication abilities
- Must work well in a close-knit, collaborative group.
- Creative, independent, highly motivated
- Strong knowledge in market microstructure and transaction cost analysis
- 5+ years developing algo execution models and trading algorithms in cash equity markets