The candidate will work closely with equity traders to develop tools, models, and risk measures. This candidate will contribute significantly to the development and enhancement of the algorithmic portfolio management system used to balance the risk, transaction costs, and expected return of the Central Risk trading book on a regional and global basis. The candidate will be very closely involved with the trading desk and enhance their businesses via the strategic development of the modeling, risk, and trading infrastructure.
A successful candidate will have prior experience building trading and risk management platforms, pre-, intra-, and post-trade analytics tools, and will also possess familiarity with execution algorithms. Working knowledge of market microstructure and algorithmic trading strategies is a plus. On a day-to-day basis, the role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade, quote, and execution data sets. A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement models. The candidate will work with a team consisting of traders, quantitative analysts, and technologists. A degree in science, engineering or mathematics is required at either Master's or PhD level.