Quantitative Researcher - Trading

New York, NY 75201

Posted: 05/02/2018 Category: Quant Job Number: 10375

Quantitative Trading Researcher -Greenfield opportunity to start, lead and build a team focused on market impact.

Year to date our client is up more than 15% for the year.

Ideally this person will have a mid or HFT background in Equities with a Quantitative mindset

If you’ re in a similar role right now, this opportunity allows you to start this up from scratch and build a team around you. There is no one in the firm that has this role, nor has these skills.

Your resume is sent directly to the COO, who we have a 10 year relationship; with over 30 combined placements.

The following skills will be needed for this role

Key focus areas include:
  • Modeling trading behavior of investors, traders and brokers/algorithms
  • Transaction cost forecasting, measurement, and analysis
  • Trade-horizon alpha characterization and forecasting
  • Liquidity analysis
  • Capacity analysis of investment strategies
  • Portfolio trading analysis and measurement
  • Market Micro-structure
  • Statistical Analysis in R, (some Python likely mixed in)
  • Execute trades with less touch in the market
  • Improve Order Placement tactics

Our Client has been around for over 20 years, with over $10 BB AUM.
R, Transaction Cost Analysis, Statistics, Equities, Market Impact, Liquidity Analysis,

Evan Pollock

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