You will responsible for developing and enhancing execution algorithms for global equities, FX and futures to significantly minimize trading costs. You will assist in market microstructure, help build and maintain research tools for TCA and research. This role will allow you to have managerial experience and potential to hire more quants under you.
You MUST have:
- Minimum 5 years of experience, but ideally over 8 years
- A STEM degree (comp sci, stats, mathematics etc.)
- Experience with an algo trading business
- Familiarity with market microstructure and TCAs
- Experience in a CRB desk at a bank
- Work background in Futures, FX and/or Equities
- Experience with Python, and/or C++, KDB or Q
- Exposure to low-latency trading algos
