Quantitative Analyst

Quantitative Analyst

NYC - Hybrid (2-3 days in office)

Perm role

Salary $180,000 - 225,000 plus bonus and benefits

JOB RESPONSIBILITIES

Research and develop execution algorithms for US and global equities in support of quantitative research and trading

Enhance and aid in the support of in-house quantitative algorithmic platform used by both discretionary and quantitative traders

Develop pre-trade transaction cost estimation models and help drive strategy on improvements

Contribute in the development of firm wide transaction costs measurement

Build and maintain market data and transaction databases for research and analysis

Stay current and report on changes in market microstructure

REQUIREMENTS

Masters or PhD in Mathematics, Financial Engineering, Statistics, or other quantitative discipline

Outstanding financial engineering and statistical modeling skills

3-5 years of hands-on experience at a financial institution, building models for quantitative trading strategies or algorithmic trading

Experience with Python, C++ and SQL

Experience with KDB and Linux are a plus

Experience working with large datasets

Comprehensive knowledge of US equity market microstructure

Knowledge of international equity markets and non-equity markets are a plus

Sense of ownership of his/her work, working well both independently and within a small collaborative team
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