Schonfeld Strategic Advisors is seeking to enhance its execution processes through quantitative methods and advanced technologies by hiring a Quantitative Researcher to focus on systematic execution and trading research globally.
Requirements
- Minimum of 3 years of experience in execution research and algorithmic trading.
- Excellent analytical skills with a strong foundation in modeling, statistics, probability, and optimization.
- Strong knowledge of equities trading, market microstructure/micro-pricing, and hedge fund operations.
- Solid programming skills, including but not limited to Linux, KDB/Q, and Python.
- Experience with optimization, machine learning, and data visualization.
- Ability to work independently and identify opportunities to create and improve systems without direction.
- Prior experience in trading signals and/or alpha research is a plus
Responsibilities
- integrate execution research into trading decisions, focusing on reducing trading costs through rigorous measurement, research, and experimentation
- establish a framework to capture and normalize all datasets necessary for measuring and monitoring systematic execution
- estimating statistical significance in execution performance across algorithms and parameters
- maintaining strategy routing tables to probabilistically direct flow across brokers and algorithms
- developing and calibrating market impact models for real-time systems and simulations
- evaluating academic research relevant to trading costs, market microstructure, and micro-pricing
- providing expertise to the development team on optimal order scheduling, routing, slicing, and venue selection
Other
- PhD or master's degree, ideally in mathematics, statistics, computer science, financial engineering, or a related field.
- Self-starter with an entrepreneurial spirit and a passion for quantitative finance.
- Ability to manage multiple tasks in a fast-paced environment with strong attention to detail.
- Excellent communication skills and the ability to collaborate effectively with others.
