Associate/AVP - Quant Modeling -

- Quantitative analysis of algorithmic client order executions

- Microstructure research of equity markets

- Backtest improvements to existing algorithmic trading strategies

- Ad-hoc quantitative research for electronic clients

- Alpha modeling for algorithmic trading strategies

- Quick turnaround of quantitative analysis

- Design alpha/improvements to algorithmic trading strategies

- Backtesting various strategies and presenting the results

- Positive feedback from the desk.

- Assisting other members of the Cash Equities Quant team with technical issues

- Assisting IT with any integration issues they may have with using our libraries.

- Develop and maintain a framework for backtesting trading strategies

- Assist IT to deploy the framework

- Automate periodical cost analysis reports

- Work with the KDB team for data requirements

- Development of visualization tools (data watch) relevant to the needs of the desk/team

Requirement:

1. Graduate / post-grad qualification from a top tier university in applied mathematics or statistics or engineering

2. Experience in python, Java, C++ or other programming languages

3. Experience with databases - KDB, Mongo DB

4. Experience working with financial data or tick data

5. Spreadsheet development experience (Excel and VBA)