Manager - Cash Equities Quant - Algo Trading

Role Purpose:

- Backtesting algorithmic trading strategies

- Transaction cost analysis of client orders and trades

Principal Accountabilities:

- 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

Knowledge & Experience / Qualifications:

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, MongoDB

4. 2-6 years- experience working with financial data or tick data

5. Spreadsheet development experience (Excel and VBA)