V.I.E Quant Research Analyst - Cash Markets

  • 36k
  • Paris, Ile-de-France, France
  • Contract, Full time
  • Euronext stages
  • 22 Sep 17

Job Profile Within Institutional Quant Research team in Cash Markets SBU, the job holder will work on the following key Euronext initiatives; 1) designing/developing robust analytics tools for block MTF and ETF MTF, 2) a market structure research project for Equities in collaboration with academic and industry partners, 3) data strategy based on Artificial Intelligence (AI). With effective analytical skills he or she will contribute to positioning Euronext for thought leadership in the trading community.

Working with relevant stakeholders closely including Equities team, ETF team, Data Strategy team, he or she will contribute to transforming data into a valuable tool to engage clients and grow revenue. The job holder will report directly to the Head of Institutional Quant Research.

Key Accountabilities

Primary Responsibilities

1. The role has the following key priorities:

· Euronext Block: maintain and enhance scorecarding methodology to monitor platform participants’ behavior effectively. Understand platform features and liquidity interaction pattern fully. Contribute to our web-based in-house TCA tool development and ensure robust analytics using our in-house TCA.

· ETF MTF: Work closely with other members of Quant Research for developing analytics for ETF MTF. Understand platform features and analytics metrics fully, and contribute to in-house TCA development. Effectively liaise with Chief Data Strategist and contribute to the development of optimal database structure.

· Market structure research: carry out market structure research for Equities in collaboration with academic and industry partners. Understand trading practice fully and suggest a research framework that helps raise Euronext’s profile in the industry.

· Data Strategy initiative based on Artificial Intelligence (AI): identify opportunities to transform Euronext market data into value added analytics data with Artificial Intelligence. Understand the purpose of Data Strategy initiative fully and work effectively with key stakeholders including Data Strategy team and Market Data team.

Key Performance Indicators

· Accurate understanding of trading platform features and participants’ behavioral patterns

· Maintenance and enhancement of analytics tools for Euronext Block. Achieve robust scorecarding that reflects Euronext Block’s features and accurately track behavioral patterns. Ensure high quality analytics for market toxicity and block liquidity quality.

· Effectively contribute to developing analytics tools for ETF MTF

· Strong collaboration with relevant stakeholders and other business units including Global Analytics, Data Strategy, Market Data, Listing, Market Solutions.

· Robust market structure research that is aligned with Euronext corporate message

· Demonstrate high level of transparency and coordination to ensure effective collaboration within Euronext

Knowledge, Skills and Experience Required

Candidate should have:

· A minimum of 1 year prior experience in statistics and analytics;

· Graduate degree in Finance, Statistics, Engineering, Mathematics, Computer Science, Physical Science or related field;

· High level of autonomy, independence and proven self-starter;

· Solid technical skills such as SQL, SAS, Python, Visualization Tool, Smarts, C++, VBA Logic

· Skilled in big data technologies, such as Scala, Spark and data visualization tools, Datawatch and Tableau etc

· Knowledge of software development and front-end design, HTML etc.

· Strong analytical ability and capacity to synthesize;

· Strong problem-solving skills and can-do attitude to resolving any problem;

· Excellent English reading and writing skills are required; and at least one other Euronext language (French preferred).

· Demonstrate ability to work independently, learn new concepts quickly, and complete multiple and diverse assignments with the highest level of quality and accuracy;

· Persistence and determination;

· Strong attention to detail;

· Flexibility, adaptability and attitude to achieve tight deadlines;

Team player, solid interpersonal skills.