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Trading Quantitative Researcher

Capital Markets Executive Search New York, United States
Posted 2 months ago Hybrid Permanent $175k - $200k
T
Posted by
Tom O’Cuinneagain
Lead Consultant, Investment Management
Our client, a leading systematic hedge fund, hope to add a trading quant researcher to their centralised team.

Responsibilities:

  • Design, develop and evolve build transaction costs analysis (TCA) framework
  • Build execution performance measurement and attribution framework, dashboards and reports
  • Work with pricing & reference data sets such as tick and order book level pricing data to conduct execution performance analysis
  • Apply knowledge of advanced statistical techniques, market impact, limit order models to work with columnar databases to conduct time series analysis
  • Collaborate with other systematic leadership and systematic trading teams to translate their needs into scalable, standardized solutions
  • Conduct statistical analysis over large datasets
  • Develop and maintain engineering best practices including focus on high standards across all stages of SDLC

Requirements:

  • 5+ years of Python (or R), Java (or C++), SQL experience
  • Significant experience working with Python scientific computing packages (numpy, scipy, pandas, matplotlib, sklearn, etc.)
  • Knowledge of reference data, pricing data, across multiple assets types (credit, rates, currencies, derivatives, equities)
  • Knowledge and experience building execution algorithms
  • Experience with columnar databases (e.g. KDB)
  • Strong quantitative reasoning skills and an interest in working at the intersection of research and software engineering
  • MS/ PhD in Computer Science, Financial Engineering, or related discipline

To discuss the role in full, please reach out to our Associate Director, Tom on tom.oc@capitalmarkets.ie

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