• Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Macquarie Group
  • 21 Mar 18

Quantitative Analyst

We're looking for an Electronic execution Quant to join a high performing, expanding team

Commodities and Global Markets (CGM) provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities.

Within CGM, Electronic Execution partners with clients to execute orders across the global equity markets, in the most effective and efficient way possible.

Also within CGM, Quant Strategy applies specialist methods from mathematics, science and engineering, with a focus on derivative valuation and risk, automated trading and execution, data-driven decision-making, and pushing new areas of growth.

We are looking for a Quantitative Analyst to join the Quant Strategy team within Electronic Execution.

This is a front-office role based in London.

Key Responsibilities:
  • Research and implement new algorithms for electronic execution, and optimal child order placement
  • Research new liquidity landscapes (SIs. Double Volume Caps, periodic auctions), design optimal liquidity seeking strategies
  • Work with clients, performing customisation and analysis on execution algorithms
  • Apply statistical and machine learning techniques across large data sets (intraday volume and price prediction, clustering, collaborative filtering etc.)
  • Create and prepare new ideas and content for clients

Experience Required:
  • Outstanding academic achievements, preferably a PhD in a quantitative discipline
  • Experience with Python / R, KDB, and data science tools
  • Familiarity with Object-Oriented Programming languages (Java, C++, C#)
  • Knowledge of European markets microstructure

Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.

Macquarie is an equal opportunities employer and does not discriminate on the grounds of age, disability, sex, sexual orientation, gender reassignment, gender identity, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.

London, England, United Kingdom London England GB