Quantitative Research Analyst

6 days ago


New York, United States Augusta Aiken & Associates Full time

My client is an investment management firm and is looking for a quant research analyst to join their dynamic team, focusing on execution strategies.


  • The successful candidate will play a pivotal role in shaping the strategic direction on optimal execution by leveraging the expertise in quantitative finance, machine learning and data science to develop advanced model and analytics.
  • Collaborating closely with cross-functional teams, you will refine tools advancing trading capabilities and work closely with portfolio managers, traders and technology group.
  • In this role you will be responsible to develop and maintain an expert level of knowledge in the areas of equity microstructure and TCA. Research and present results of Execution Consulting projects.


Requirements:


  • Advanced degree in computer science, Mathematics, Statistics, or equivalent experience
  • Solid data mining and analysis skills, including experience dealing with a large amount of
  • data/tick data.
  • Familiarity with signal generation, optimization and statistical models
  • Strong programming skills in KDB+/q, Python or R.
  • Excellent interpersonal and communication skills



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