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Senior Quant/Algo Execution Strategist

New York, United States
Posted 3 days ago Permanent 250,000
Strategists are responsible for developing enhancing execution algorithms for global equities, futures, and FX to significantly minimize clients’ trading costs. This role sits within a talented team of experts and practitioners in the field. Our strategists also participate in writing research papers and interface closely with client research teams to improve their trading costs. This is an excellent opportunity to build a world class algorithmic execution product for multiple asset classes and work directly with world class clients and colleagues in a stimulating, fast-paced environment. End-to-end research and implementation of execution algorithms, including idea generation, data collection and cleaning, modeling



  • MS or PhD in computer science, quantitative finance, or other quantitative fields with a strong foundation in statistics and programming
  • Understanding of market microstructure for at least one asset class: equities, futures, or FX
  • Prior experience implementing execution algorithms or high-frequency trading strategies
  • Excellent communication skills and ability to articulate ideas and work to colleagues and clients
  • Strong working knowledge of trading systems including FIX and other market data protocols
  • Strong programming experience in C++ or Java to use a trading API framework to implement robust execution algorithms
  • Strong preference for demonstrated proficiency in R or Python
  • Strong command of the foundations of applied statistics and time series modeling
  • Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
  • Ability to investigate, understand, and communicate anomalies in data
  • Highly motivated, willing to take ownership of his/her work
  • Collaborative mindset with strong independent research abilities
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