Our client, a global Asset Management firm, is looking for a Quantitative Analyst. 
 
Role/Responsibilities:

• Research and develop execution algorithms for US and global equities in support of quantitative research and trading
• Enhance and aid in the support of in-house quantitative algorithmic platform used by both discretionary and quantitative traders
• Develop pre-trade transaction cost estimation models and help drive strategy on improvements
• Contribute in the development of firm wide transaction costs measurement
• Build and maintain market data and transaction databases for research and analysis
• Stay current and report on changes in market microstructure

Requirements:

• Masters or PhD in Mathematics, Financial Engineering, Statistics, or other quantitative discipline
• Outstanding financial engineering and statistical modeling skills

• 3-5 years of hands-on experience at a financial institution, building models for quantitative trading strategies or algorithmic trading
• Experience with Python, C++ and SQL 
• Experience with KDB and Linux are a plus
• Experience working with large datasets 
• Comprehensive knowledge of US equity market microstructure
• Knowledge of international equity markets and non-equity markets are a plus
• Sense of ownership of his/her work, working well both independently and within a small collaborative team.