Equity eTrading Quant Developer - NYC
A Tier 1 U.S. Investment Bank is looking to bring on a strong Equity Quant Developer to help support their equity eTrading desk. This group is a part of one of the best equity eTrading businesses on the street and this would be an opportunity to join a very rapidly growing team.
This team will be responsible for the development, analysis and production of the eTrading system. You will be responsible for the construction, generation and implementation of new systematic strategies. And routinely conduct research on trading cost models, signal generation and portfolio construction; providing direct impacts on critical business solutions.
Job responsibilities include:
- Research on trading cost models, portfolio construction and optimization models, and signal generation
- Leverage mathematical, technical and market expertise to generate systematic strategies
- Monitor eTrading strategy performance via the development and implementation of analytics and analytics reporting systems
- Conducting in-depth analysis and research of markets, strategies and execution costs
- Equity product development
Job requirements include:
- 2+ years of experience in equity eTrading or market micro-structures
- Masters/PhD in a Quantitative field
- Proficiency in Python and SQL
- Knowledge and experience working with high frequency trading systems
- Able to work well in a collaborative environment, desire and ability to learn and take on new responsibilities
- Experience working with equity TCA reporting, including basket, order and trade level benchmarks/liquidity analytics