Quantitative Risk, Assistant Vice President Quantitative Risk, Assistant Vice President …

State Street Corporation
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
State Street Corporation
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
State Street Corporation
Quantitative Risk, Assistant Vice President
Who we are looking for
You will join a team of intelligent quantitative researchers who are responsible for the R&D of realtime market tick data, pre- and post-trade transaction cost analytics covering three asset classes: FX, Fixed Income and equities. We employ quantitative methods ranging from novel machine learning to more traditional statistical methods.

BestX is a leading provider of Transaction Cost Analytics covering FX, Fixed Income and equities. The company was founded in 2016 by leading FX professionals from Morgan Stanley. As a successful start-up, BestX was acquired by State Street in 2018 and have become a high-performing team within State Street.

Why this role is important to us
You will be joining State Street Digital, our new division that combines advanced trading technology, best execution and servicing expertise with proprietary market research and insights to support clients in decentralized financial markets. Together with other teams across our company, you will be working on the evolution of our award-winning GlobalLink technology platform into a multi-asset solution that will include crypto, central bank digital currency, blockchain and tokenization.

Join us if making your mark in the digital asset servicing industry is a challenge you are up for.

What you will be responsible for
The ideal candidate will be involved in a number of research areas:
  • Market Microstructure Research, e.g., development of market impact model for single and algorithmic trades
  • Predictive modelling of market variables (e.g., volatility, liquidity, momentum) for pre-trade analysis

What we value
These skills will help you succeed in this role:
  • A deep understanding of statistics and/or machine learning and an ability to apply to real world problems
  • Proficiency in a high-level programming language such as Julia or Python
  • Experience of handling large data sets
  • Understanding of market microstructure such as order book dynamics, execution strategies and price impact
  • Experience of working on the algo execution or E Trading desk

About State Street
What we do. State Street is one of the largest custodian banks, asset managers and asset intelligence companies in the world. From technology to product innovation, we're making our mark on the financial services industry. For more than two centuries, we've been helping our clients safeguard and steward the investments of millions of people. We provide investment servicing, data & analytics, investment research & trading and investment management to institutional clients.
Work, Live and Grow. We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive. Details vary by location, but you may expect generous medical care, insurance and savings plans, among other perks. You'll have access to Flexible Work Programs to help you match your needs. And our wealth of development programs and educational support will help you reach your full potential.
Inclusion, Diversity and Social Responsibility. We truly believe our employees' diverse backgrounds, experiences and perspectives are a powerful contributor to creating an inclusive environment where everyone can thrive and reach their maximum potential while adding value to both our organization and our clients. We warmly welcome candidates of diverse origin, background, ability, age, sexual orientation, gender identity and personality. Another fundamental value at State Street is active engagement with our communities around the world, both as a partner and a leader. You will have tools to help balance your professional and personal life, paid volunteer days, matching gift programs and access to employee networks that help you stay connected to what matters to you.
State Street is an equal opportunity and affirmative action employer.
Discover more at StateStreet.com/careers
Company Overview

From technology and product innovation to corporate responsibility and community development, we're making our mark on the financial services industry. For more than two centuries, we've been helping our clients safeguard and steward the investments of millions of people - strengthening markets, building communities and creating opportunities for growth.

We owe that longevity to the commitment, expertise and creativity of our employees. Our continued success depends on our ability to attract and develop the best talent in the industry. That's why we're keenly focused on employee development, corporate citizenship and inclusion.

For us, success comes in the mark we make as an organization - for the industry, our clients, our communities and each other.

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