Our client, a leading Asset Management firm, is hiring for a Quantitative Researcher/Developer in Algorithmic Trading Analytics
 
Job Responsibilities (include, but not limited to the following):

• Build backend services for capture, storage and analysis of various datasets required to measure transaction costs
• Develop web front end for Trade Cost Analysis (TCA)
• Develop statistical models and machine learning frameworks for evaluation of  execution methods and algorithms
• Research market impact and  information transfer phenomena for various asset classes
• Data modelling and development of  systematic trading strategies

 
Candidate profile:

• B.S., B.A., M.S., M.F.E or Ph.D. degree in technical field
• Market Data Specialist, Market Microstructure
• Familiarity with equity fundamental databases, Compustat, FactSet, Reuters WorldScope, RavenPack
• Data Science, Data Analysis, Machine Learning, Neural Networks, Deep Learning
• Ability to assess buy vs build tradeoffs and performance tradeoffs at all levels of the technology stack
• Programming skills:

–                Experience with kdb+/Q (required)
–                Proficiency in at least one compiled language like Go/Rust/Scala/C++/Java (required)
–                Proficiency in at least one scripting language like R/Python/Ruby/V8 (required)
–                Experience with modern development stack (GitLab/Docker/Kubernetes/Rancher) (desirable)