The Quantitative Execution Services (QES) team is responsible for execution algo research, portfolio research, client tailored servicing and generation of quantitative content. They are leaders in a competitive environment, and ensure that they remain at the cutting edge of academic advancements, innovation, and technology/infrastructure.
- Research and implementation of algorithmic portfolio execution strategies based on academic and in-house research as well as incorporating novel data sources and models.
- Research on further advancements for intraday risk, transaction cost, volume prediction and optimisation models.
- Customised client analysis of the solutions on their portfolio trade.
- Communication with clients on both high-level ideas and deep dives of research and implementation rationale.
- Masters/PhDs in quantitative fields such as Engineering, Mathematics, Computer Science, Operations Research.
- Solid background in Information/Signal Processing/Control Theory/Optimisation preferred.
- Extensive experience (at least a couple of years) in analytical programming (Python preferred) required.
- Experience in Execution/Trading Dynamics and its main analytics (pre/post trade, TCA) required.
- Solid knowledge of execution algos.
- Excellent written/verbal communication skills.
- Hard-working/motivated personality.
- Team player, great attention to detail, ability to multi-task.