Quantitative Analyst

Analyze equity execution data to identify inefficiencies and potential opportunities for improvement. Build market impact models to predict the execution cost of equity trades.

Employ tools to build portfolio optimization frameworks that optimize portfolio holdings and execution trajectories. Build analytical tools to attribute trading performance and provide insight on portfolio management flows. Evaluate trading algorithms provided by brokers and finetune algorithm selection.

Introduce new and alternative data sets into the trading process. Research, explore, and seek out new alpha signals. Work with programming in Python, C, and C++; KDB; equity market microstructure; portfolio optimization; and, analyzing and modeling execution costs and developing strategies to reduce these costs.REQUIREMENTS:

Master’s degree in Computational Finance, Mathematics, Statistics, Financial Engineering, Computer Science, or a related field of study, plus two (2) years of experience with programming in Python, C, and C++; KDB; equity market microstructure; portfolio optimization; and, analyzing and modeling execution costs and developing strategies to reduce these costs. Minimum Salary: 170,000 Maximum Salary: 190,000 Salary Unit: Yearly