Our client is seeking a Quantitative Researcher to work in their New York office. The role will focus on constructing electronic market making models, auto-hedging, auto-execution algos and bid offer spread models.
Requirements:
- Prior experience with mid/high-frequency trading modelling techniques or agency algorithmic
- Good knowledge of market microstructure
- Extensive software design experience, and implementation skills preferably in C++, KDB/OneTick and Python/MatLab
- Solid quantitative modelling skills
- Exposure to and knowledge of financial markets;
- Ability to work both independently and as part of a team;
- Excellent written and verbal communication and presentation skills;
- Advanced technical degree (Mathematics, Physics, Engineering, Computing etc).
