Transaction Cost Analyst (TCA) Systematic Trading Transaction Cost Analyst (TCA) Systematic Trading …

Analytic Recruiting Inc.
à Boston, MA, États-Unis
CDI, Plein-temps
Dernière candidature, 18 juil. 19
Competitive
Analytic Recruiting Inc.
à Boston, MA, États-Unis
CDI, Plein-temps
Dernière candidature, 18 juil. 19
Competitive
A Boston based global asset manager is looking for a Quantitative Researcher with transaction cost analysis (TCA) experience to build statistical forecast models for the firms Systematic Trading team.

Role/Responsibilities:

  • Join the firm’s Systematic Trading Research team to focus on data driven analysis to better understand the impact of pre-trade transaction and execution costs
  • Contribute to quantitative research on best execution strategies
  • Analyze implementation shortfall data against actual transaction cost and return forecast models
  • Build and maintain market data and transaction databases for research and analysis.
  • Work with portfolio managers and traders on trade implementation strategies
  • Model and analyze large unstructured datasets

Requirements:

  • An advanced quantitative degree in finance, statistics, math, physics or computer science is strongly preferred along with 5+ years of work experience.
  • Must have direct experience in TCA
  • Current development experience with Python (Numpy, Scipy, Pandas, SKLearn)
  • Strong Statistical and data management skills
  • Experience modeling large unstructured datasets
  • Deep understanding of US equity market microstructure
  • Experience with market data: US real time and historical.

Keywords: Transaction Costs, Trading, Equity, Market Microstructure, Data Analysis, Python, Quantitative Research, Machine Learning

Please refer to Job 23372- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities Visit www.analyticrecruiting.com

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