Stifel is looking to initiate and develop equity trading algorithms, transaction cost models, and order routing strategies by researching trading signals and model factors.
Requirements
- Ability to use quantitative and data science techniques to research and develop appropriate models and tools for use by trading algorithms.
- Strong knowledge of programming skillset, Python, SQL, and kdb+/q.
- Familiarity with US equities market structure.
- Knowledge of time-series data platforms (q/KDB+, etc.).
- Apply computational, mathematical, and statistical techniques in support of equity execution algorithm development, transaction cost modeling, and performance analysis.
- Originate quantitative models and analytical tools to address issues such as short-term volume/price forecasting, sentiment analysis, signaling, execution optimization, performance measurement, and risk attribution.
- Maintain existing quantitative processes and develop new core analytical capabilities or model libraries, using advanced statistical, machine learning and quantitative techniques.
Responsibilities
- Initiation and development of equity trading algorithms, transaction cost models, and order routing strategies.
- Initiates research into trading signals and model factors.
- Apply computational, mathematical, and statistical techniques in support of equity execution algorithm development, transaction cost modeling, and performance analysis.
- Originate quantitative models and analytical tools to address issues such as short-term volume/price forecasting, sentiment analysis, signaling, execution optimization, performance measurement, and risk attribution.
- Maintain existing quantitative processes and develop new core analytical capabilities or model libraries, using advanced statistical, machine learning and quantitative techniques.
- Devise or apply independent models or tools to help verify results of analytical systems.
- Interpret results of analytical procedures and recommends new processes and or action plans.
Other
- Graduate Degree in computational finance / financial engineering
- 3+ year related experience in US equity quantitative research/trading
- Ability to understand what quantitative research is commercially viable and computationally efficient.
- Creativity/ability to adapt to and define process.
- Detail oriented, self-motivated, independent and a strong communicator.
