Job Description: Quantitative Analyst
Exciting opportunity to join a Quantitative fund, that's been investing in high frequency trading and further expanding their coverage outside of cash equities into futures and macro-based products. A Fund that designs and implements systematic, computer-driven trading strategies based on rigorous research to invest across multiple liquid asset classes. A close-knit, cooperative, enterprising, and exceptionally skilled group of investors is in search of a proficient Quantitative Analyst. This opening offers a vibrant and rapid-paced setting with remarkable prospects for professional advancement.
- Conduct research and create execution algorithms for both US and global equities to assist in quantitative research and trading activities.
- Improve and contribute to the maintenance of the proprietary quantitative algorithmic platform utilized by both discretionary and quantitative traders.
- Create models for estimating transaction costs prior to trading and actively contribute to the strategy for enhancing these processes.
- Construct and uphold databases containing market data and transaction records, intended for research and analytical purposes.
- Stay current and report on changes in market microstructure
- Masters or PhD in Mathematics, Financial Engineering, Statistics, or other quantitative discipline
- Outstanding financial engineering and statistical modeling skills
- 3-5 years of hands-on experience at a financial institution, building models for quantitative trading strategies or algorithmic trading
- Experience with Python, C++ and SQL
- Experience with KDB and Linux are a plus
- Experience working with large datasets
- Comprehensive knowledge of US equity market microstructure
- Knowledge of international equity markets and non-equity markets are a plus
- Sense of ownership of his/her work, working well both independently and within a small collaborative team
- A collaborative yet entrepreneurial environment that encourages constant innovation and growth through the development of elite trading technologies
- Discretionary bonus is based on performance (formulaic payout)
Diversity & Inclusion: A company commitment to equal opportunity. We do not condone discrimination on the premise of race, color, religion, sexual orientation, age, gender identity or expression.