Responsibilities:
- Support quantitative research on best execution
- Help systematize and enhance data structures/feeds and technology best suited to support a robust and comprehensive transaction cost analytics (TCA) platform
- Systematically collect and analyze implementation shortfall data against the existing transaction cost and return forecast models
- Work closely with traders, portfolio managers, and research group, to help answer questions on implementation outcomes within specific strategies, or within any other subset of the firms orders
Qualifications:
- Master's degree in finance, math, computer science or other analytical discipline
- Minimum 5 years of experience in systematic asset management strategies
- Direct experience in TCA is strongly preferred
- Hands on development experience with Python (Numpy, Scipy, Pandas, SKLearn)
- Strong statistics and data management skills
- Solid understanding of relational and non-relational databases
- Ability to translate quantitative insights into actionable process improvements
- Superior attention to detail
- Superior written and verbal communication skills
- Ability to work independently and collaboratively in a collegial, results-oriented environment
- Drive to deliver on high value projects and a roll up your sleeves attitude.