About the Role
You will research design and enhance trading algorithms with a focus on execution quality market microstructure and client strategies. This role combines advanced quantitative research with hands-on development working closely with traders electronic execution desks and cross-functional teams.
Key Responsibilities
- Research and optimize order placement scheduling and execution strategies.
- Analyze market microstructure and develop custom execution research.
- Develop and enhance algorithmic trading products end-to-end.
- Provide quantitative insights to support client execution strategies.
- Optimize algo wheel configurations and trading efficiency.
- Data mine trading activity to extract insights and improve performance.
- Collaborate with internal teams to implement research findings.
Requirements
- Post-graduate degree in Mathematics Physics Computer Science or related quantitative field.
- Senior: 3 years experience in applied statistics machine learning or algorithmic trading.
- Junior: 12 years relevant experience
- Strong Python skills; experience in q/kdb or C# is a plus.
- Strong problem-solving ability and analytical mindset.
Preferred
- Experience in execution research trading signals or strategy development.
- Deep understanding of equity market microstructure.