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Algo Research Quant

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 24355
  • Sector: Banking and Finance, Selby Jennings, Research and Strategy
  • Date posted: 15/02/2018
Algo Research Quant

An exciting position has arisen for an ambitious but experienced individual who is looking for a dynamic environment where they can leverage their technical expertise in the algo research and market making space to assist in revenues for eTrading team.

You will be part of a small but highly ambitious and high achieving team that is responsible for driving new revenues, lowering costs, improving latency, and managing a multi billion dollar book of existing business. The company culture is highly entrepreneurial and they are looking for someone who fits this mold.

  • Masters Degree
  • Good written and verbal communication skills
  • Knowledge statistical modelling techniques
  • 4+ years of execution algorithm research and development
  • Past experience in order dynamics
  • Ability to identify venue toxicity and fill probability for passive strategy
  • Exposure to market making
  • Experience in asset classes such as FX, Commodities, Fixed Income or Equities

Preferred Qualifications
  • Strong problem solving skills and ability to be self sufficient
  • Knowledge of python, kdb, R is desirable
  • Experience with credit products is preferred
  • PhD in a quantitative discipline

  • Create and work on algo execution strategies
  • Optimization and pre and post transaction analysis
  • Research and model credit products
  • Implementation, testing, and documentation
  • Ability to identify problems and issues and resolution of them
  • Participate in team meetings and presentations

If you wish to apply for this exciting and outstanding opportunity that offers unlimited and uncapped growth potential please apply now as interviews begin soon and our client is looking to make this hire asap.