VP Algorithmic Trading Quant
A global investment bank is looking to hire a VP-level Quantitative Analyst to join their Equities Algorithmic Trading team in NYC. This group is responsible for designing and enhancing execution algorithms used across institutional client and internal trading desks-focusing on U.S. and LATAM markets.
In this role, you'll research and implement trading models (VWAP, liquidity-seeking, market impact), build predictive signals, and analyze massive datasets to tune execution performance. Ideal candidates have 5-10 years' experience, deep knowledge of equity market microstructure, and hands-on skills in Python, Java, and ideally Q/KDB. A quantitative MSc or PhD is preferred, and experience with agency execution, smart order routing, or high-frequency strategies is a strong plus.
Responsibilities:
- Research and implement algorithmic strategies (VWAP, liquidity-seeking, market impact).
- Build predictive signals and models to optimize execution performance.
- Analyze large datasets (market data, orders, executions) to derive actionable insights.
- Tune performance for various client flows and enhance algorithm capabilities.
- Collaborate closely with Sales, Product, Technology, and Risk & Control teams.
- Ensure compliance with industry regulations and Citi's governance standards.
- Contribute to the development of robust, modular trading code with production quality.
Requirements:
- 5-10 years of experience in algorithmic trading or research, focusing on equity execution algorithms, smart order routing, and liquidity-seeking strategies.
- Strong skills in Python or R, with experience in Java and Q/KDB a plus.
- Expertise in statistical modeling and machine learning for trading strategies.
- In-depth knowledge of U.S. Equity Algorithmic Trading and market microstructure.
- A Master's or PhD in Finance, Mathematics, Engineering, Computer Science, or a related field.
- Experience in predictive signal modeling, market impact, and optimal trading schedules is desirable.
- Must be eligible for Series 7 and 63 licenses (if not already held).
- Strong communication skills and the ability to thrive in a fast-paced environment.
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