Senior Quant Researcher - Execution

Our Client's Automation & Analytics team consists of physicists and mathematicians who built their careers with major asset managers, hedge funds and broker dealers across Equities, Fixed Income and FX trading. They create advanced trading tools and to make the markets more efficient. The innovative decision support tools and state-of-the-art quantitative models we build, help traders, portfolio managers, and CIOs, to make important decisions across the buy-side and sell-side.They combine their technical skills and product knowledge to craft unsurpassed solutions for thr customers. If you are a creative, open-minded, and results oriented quant – keep reading.What's the role?As a member of the Trading Research Quant team you will work with various asset classes, contributing to decision making and trading strategies. Trade Cost Analysis (TCA), Broker-Algo selecting tools, crowd-sourcing, alpha and risk modeling, market impact and optimizations are all part of this process.We Will Trust You ToCreate innovative frameworks and state-of-the-art quantitative models for a variety of our clients and job functions including traders, portfolio managers and CIOs.Participate in the full life-cycle workflow from hypothesis formulation, research and prototyping through to production release to clients.You Will Need To HavePhD/MS in science/math/engineering/operations research/quant financeFluency in calculus and stochastic processesAt least 4+ years of financial industry experience, preferably with Bonds, FX or FuturesExperience building advanced statistical methods in a big data environmentNumerical programming experience in PythonA creative mind with attention to details and drive for resultsComfort interacting with other quants, developers and product managersWe'd Love To SeeMarket microstructure and TCA knowledgeMulti-asset experienceKnowledge of Machine Learning AlgorithmsSolid programming experience, preferably with Python