Quantitative Execution Services - Assoc./VP level Quantitative Execution Services - Assoc./VP level …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 11 Sep 19
Negotiable
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 11 Sep 19
Negotiable
Anson McCade
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.

Responsibilities:

  • 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.

Qualifications:

  • 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.
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