A leading systematic hedge fund is looking to expand its Execution Research team across London and New York. They are seeking experienced quants to research and develop short-term alphas for use in execution algorithms for global equities in support of research and trading. This is a collaborative and transparent team that is heavily integrated in top the investment business.
- Enhance and support in-house quantitative algorithmic platform
- Develop pre-trade transaction cost estimation models and help drive strategy for improvements in the context of a Portfolio Algorithm
- Strong familiarity with modern quantitative Portfolio Management Techniques, and Risk Models
- Stay current on state-of-art technologies and tools such as cloud computing, machine learning, etc.
- Masters or PhD in a quantitative discipline
- Strong financial engineering and statistical modeling skills
- A number of years of hands-on experience at a financial institution, building models for quantitative portfolio management, trading strategies or algorithmic trading
- Keen interest in short-term, high-frequency trading
- Experience with Python, C++, and SQL
- Experience working with very large datasets
- Knowledge of international equity markets