Slippage Analyst/Developer - Full time Miami, FL

  • Competitive
  • Miami, FL, États-Unis Miami FL US
  • CDI, Plein-temps
  • QuantRes
  • 04 juin 18 2018-06-04

We are a private investment firm. Founded in 1989, we have built our business on making sense of complex data with cutting edge research to actively trade in the global financial, commodity and equity markets. Our trading approach is quantitative and systematic in nature and is based around statistical modeling of market processes. Our success can be attributed to a disciplined trading approach, a relentless drive to research new and existing ideas, and the focus and dedication of our staff.


Job Function

The work will involve developing a slippage analysis application for a diverse portfolio of futures and foreign exchange instruments. You will work from an office in Miami, Florida or Nassau, The Bahamas. You will be consulting with others to help analyze and optimize trading costs, on transaction data accumulated over many years, to drive enhanced trading returns.


Key Responsibilities

• Analyze. Study factors that drive slippage such as size, volume, spread, time horizon, volatility and order book dynamics to improve existing expected slippage models.

• Development. Take over an existing and recently started C# based program for analyzing slippage, to develop it further.

• Review and Report. Analyze current and past financial data to identify trends in slippage performance. Use visualization tools and techniques to enhance transparency and to facilitate the intuitive interpretation of results.

• Collaborate. Proactively get input from and share ideas with other stakeholders and members of the company. This will involve travelling to the Bahamas frequently, often for two to three weeks at a time.


Required Skills

• A graduate degree in a quantitative subject.

• A high level of proficiency with Microsoft .NET/C# is a must.

• Familiarity with financial trading or transaction cost analysis is an advantage. Personal Skills We are looking to hire an intelligent, motivated individual to work with us, who can demonstrate the following attributes:

• Excellent communication skills that facilitate strong stakeholder engagement. • Good interpersonal skills.

• Self-motivated.

• Detail-oriented with good organizational skills.


Compensation and Benefits

We offer a competitive compensation commensurate with the successful candidate’s skills and experience. Work hours are flexible and informal. Candidates will be asked to consent to background checks and will undergo a variety of technical and personality tests.