- London, England, United Kingdom London England GB
- Permanent, Full time
- Exane BNP Paribas
- 28 Feb 18 2018-02-28
The Systematic Trading team are looking for a talented Quant Analyst. The team build and runs automated trading tools for the Cash Equities business, including the algorithmic execution strategies that optimise and trade orders on behalf of clients. The team is also responsible for the generation of the trading models and the performance metrics related to the quality of execution of the algorithms.
The Exane group is one of the leading independent financial market players in Europe and is active in three core businesses: Cash Equities, Derivatives and Asset Management. Since 2004, the Cash Equities business has been underpinned by an operational partnership with BNP Paribas: Exane has exclusivity on European equities and operates under the brand Exane BNP Paribas.
With 56 professionals in Sales Trading & Trading and 40 in Quant and Execution Technology, Exane BNP Paribas is one of the fastest growing pan-European execution franchises for institutional clients. Its strong historic High Touch DNA is complemented by a cutting edge Electronic platform based on three core pillars: transparency, customisation and anonymity.
On the advisory side, Exane BNP Paribas’s 100 analysts cover over 600 stocks and are ranked 1st in Europe in the 2017 Extel Survey, having been 2nd in 2016, 3rd in 2015 and 4th in 2014. They are complemented by a 50 strong Sales and Specialist Sales team
Exane BNP Paribas has offices in Frankfurt, Geneva, London, Madrid, Milan, New York, Paris, Singapore and Stockholm.
~~• Building tools to aid generation of client specific trading performance analytics including both ad hoc data analysis as well as regular reporting
• Generating models and statistical analysis to improve the performance of the firm’s suite of trading strategies and where appropriate making changes to the trading strategies
• Developing tools for analysing, visualising and modelling trading strategy performance including analysis to demonstrate compliance with the “Best Execution” obligations
• Modelling market microstructure
• Performing analysis to inform decisions on trading venue selection
• Analysing latencies within the firm’s trading infrastructure to provide input into the trading strategies’ routing decisions
Is This You?
• Quantitative academic background to Masters or PhD level (for instance in disciplines such as Maths, Physics, Engineering, Machine Learning, Computer Science)
• Experience as an Equities Algorithmic Trading Quantitative Analyst for 3 or more years
• Experience developing at least one trading strategy
• Knowledge of the equity trading landscape in Europe.
Please note that the closing date for applications is the 22nd March 2018