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
- 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.