Algorithm Execution Quantitative Analyst
JOB DESCRIPTION
A leading fund in New York is actively seeking to bring in a highly experienced execution quant to drive the effort in researching, designing, and implementing equities execution algorithms.
The successful candidate will be involved market micro-structure research, transaction cost analysis, and market impact modeling. You will also then be involved in applying this research to lead the design and implementation of market leading execution algorithms for the equities trading teams.
Job Responsibilities
- Improve the existing execution algorithms using the firm’s trading system
- Conduct extensive microstructure research for the continued improvement to execution strategies
- Work with traders, Head of IT and Head of Risk to optimize strategy-specific execution algorithms
- Work with trading system team to develop feature specifications, as needed
Job Qualifications
- Possess a Ph.D. or M.S. degree from a top tier institution
- Have a strong record of achievement in respective field
- Possess a good understanding of equity market microstructure
- Excellent understanding of execution algorithms
- Have at least three years of experience developing execution algorithms or short term trading strategies in a bank, hedge fund or proprietary trading shop
- Possess superior critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail
- Have a relentless drive to succeed, supplemented by a strong work ethic
- Possess strong programming skills in C++ and Python
- Excellent communication skills.
All those with a strong background and a number of years experience in execution algorithm research, design and implementation for equities using C++ following a strong PhD/MS education should get in touch below.
Contact: Ben Harris on +44 (0) 203 141 8010
APPLY | systematic.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
GQR Global Markets
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