Analyst/Associate - Electronic Execution Analytics

This is a challenging opportunity to work in a group which is among the market leaders in Electronic Execution. The job will involve analyzing and modeling ultra high frequency market trade and quote (TAQ) data and electronic trading order and execution data for the purposes of

- Algorithmic trading analytics

- Microstructure research

- Quantitative research for internal and external publications

- Transaction Cost Analysis (TCA) and improvement of strategy performance

- Bespoke quantitative research for EE clients

- Alpha modeling for algorithmic trading strategies

The role will focus on one or two out of the three global regions (Americas, EMEA and Asia-Pacific) and will report to the respective regional head(s) of Electronic Execution Product/Quantitative Research in New York, London or Hong Kong. A hands-on role, this will require deep-diving into data to look for patterns and signals. The employee will be responsible for owning and producing periodical research publications on equity market microstructure, equity market fragmentation, venue toxicity and impact cost analysis, and latest trends in algorithmic trading for the respective region(s).

Qualifications/Experience

Ideally the candidate will hold a Bachelors degree in Computer Science/Electrical Engineering/ Mathematics/ Statistics from a premier academic institution with 2-3 years of industry experience.

Skills

- Strong programming and computer science skills. Advanced knowledge of C++ or Java (any one) along with Excel/VBA and Microsoft Office. Prior experience of functional programming (e.g. q/kdb+) and R is an added advantage.

- Strong mathematical background, with good knowledge in one or more of the following disciplines – probability, quantitative finance, computer science, linear algebra, numerical methods, statistics, econometrics, time series analysis.

- Good communication and presentation skills and should be comfortable interacting with internal and external stakeholders.

- Ability to work under pressure, with minimal supervision, and in a team environment.

- Detail-oriented and with strong organisational skills.

- Prior experience of working on regression analysis with high dimensional and high frequency datasets is preferred though not required. Prior experience of functional programming in LISP or kdb+ would be highly advantageous.

Only B.E/B.Tech(Computer/Electronics & Communication) ; M.Sc ( Mathematics) ; M.Tech (Computers/Electronics) from IIT should apply.

Priyanka Tated,
Mainstream Consulting,
Mumbai

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