Algo Execution Quant Specialist – W1 Hedge Fund – $10 Billion AUM – Algorithmic Execution Strategies – Quant Hedge Fund recruitment
My client is an established fund with $10billion AUM and are now pushing further into the high frequency systematic space. Currently they have a wide pool of broker algorithms but they are looking to further develop their own suite of execution algorithms for their newly formed systematic desk including premium TWAP and VWAP algos.
The ideal candidate will have previous experience of:
• Researching and designing High Frequency execution models,
• Market impact modelling and analysis,
• Order book modelling,
• Non linear regression modelling,
• Volume, volatility and spread modelling.
Our client is looking for a senior individual to join the team in a hands on role, and therefore experience of Equities Algo execution research and modelling is essential.
The successful candidate can expect above market rate compensation, including a bonus directly linked to individual performance.
For more information, to apply or to recommend anyone you feel would be ideal for this role please contact me in confidence on (+44)207 749 6066, or email me on andrewc@montash.com
Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: (+44)207 749 60 66.
Reference: AC/IE/7752
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