Develop and implement in-house trading strategies, optimize trade execution, and minimize transaction costs by researching market microstructure and developing predictive models.
Requirements
- A minimum of 2 years of experience in quantitative research, building statistical models for intraday study.
- Solid understanding of market impact.
- Proficiency in programming languages such as Python and C++.
- Experience in AWS is preferred.
- Strong knowledge in macro products, including FX and bonds, is a plus.
Responsibilities
- Research and develop in-house trading strategies, used by both discretionary and quantitative traders.
- Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies.
- Develop and maintain predictive models to optimize trade execution and minimize transaction costs, utilizing both linear and non-linear techniques.
- Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies.
- Stay current and report on changes in market microstructure.
Other
- Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline.
- Commitment to the highest ethical standards.
