Responsibilities
- Analyzing and improving the performance of the models within their algo wheel
- Designing models for limit order placement
- Building a response function for short-term alphas and integrating them in to limit order model
- Work with quant development and technology to ensure models are accurately implemented
- Explore related academic research for the benefit of the group
- Work closely with the product team
Requirements
- Ph.D. in a quantitative discipline.
- Extensive knowledge of US equity market microstructure and various order types available
- Deep knowledge of equities eTrading algorithms
- Practical knowledge of statistical methodologies
- Proficient programming skills with either Python or Q
- Comfortable handling and analyzing large amounts of tick data
- Excellent communication skills and a confident people manager