Associate/avp - Quant Modeling

Quantitative analysis of algorithmic client order executions
- Microstructure research of equity markets
- Backtest improvements to existing algorithmic trading strategies
- Ad-hoc quantitative research for electronic clients
- Alpha modeling for algorithmic trading strategies
- Quick turnaround of quantitative analysis
- Design alpha/improvements to algorithmic trading strategies
- Backtesting various strategies and presenting the results
- Positive feedback from the desk.
- Assisting other members of the Cash Equities Quant team with technical issues
- Assisting IT with any integration issues they may have with using our libraries.
- Develop and maintain a framework for backtesting trading strategies
- Assist IT to deploy the framework
- Automate periodical cost analysis reports
- Work with the KDB team for data requirements
- Development of visualization tools (data watch) relevant to the needs of the desk/team
Requirement:
1. Graduate / post-grad qualification from a top tier university in applied mathematics or statistics or engineering
2. Experience in python, Java, C++ or other programming languages
3. Experience with databases - KDB, Mongo DB
4. Experience working with financial data or tick data
5. Spreadsheet development experience (Excel and VBA)"