About the Role
You will research, design, and enhance trading algorithms with a focus on execution quality, market microstructure, and client strategies. This role combines advanced quantitative research with hands-on development, working closely with traders, electronic execution desks, and cross-functional teams.
Key Responsibilities
- Research and optimize order placement, scheduling, and execution strategies.
- Analyze market microstructure and develop custom execution research.
- Develop and enhance algorithmic trading products end-to-end.
- Provide quantitative insights to support client execution strategies.
- Optimize algo wheel configurations and trading efficiency.
- Data mine trading activity to extract insights and improve performance.
- Collaborate with internal teams to implement research findings.
Requirements
Post-graduate degree in Mathematics, Physics, Computer Science, or related quantitative field.Senior : 3+ years experience in applied statistics, machine learning, or algorithmic trading.Junior : 12 years relevant experienceStrong Python skills; experience in q / kdb+ or C# is a plus.Strong problem-solving ability and analytical mindset.Preferred
Experience in execution research, trading signals, or strategy development.Deep understanding of equity market microstructure.