Execution Algorithm Researcher

The execution algorithm researchers research into our in-house automated trading system and optimize different aspects of our daily trading globally using quantitative methods. You need to work out quantitative models for optimization and cooperate with experienced developers to deploy the models onto our existing platform, and cooperate with trading analysts to validate the changes thereafter. Topics covered include market impact models, smart order routing, volume scheduler, alpha plus trading.

Recent Master’s/ PhD from a science, engineering, computing or related field Strong mathematical and statistical skills Strong programming skills, proficiency in C++ is required for this role Strong problem-solving skills Detail-oriented with the ability to handle tedious tasks carefully Proactive and eager to learn complicated topics Comfortable with Linux/ Unix Familiar with at least one scripting language (e.g. python, MATLAB, etc.)