Overview
On Site
Full Time
Skills
Quantitative Analysis
Front Office
FOCUS
Trading
Impact Analysis
Routing
TCA
Profit And Loss
Algorithms
Research
C++
Python
Communication
Job Details
A $14bbn Quant Hedge Fund is looking for an Execution Algo Quantitative Developer to join one of their front office teams in NYC. The incoming member will work in a close knit, experienced group with the primary focus of developing low-latency algos to drive performance of their systematic equity trading at a firmwide level. In addition to algo development, the team focuses on execution related research, i.e. market impact analysis, order routing, TCA and microstructure research, in order to maximize on PnL.
This role is best suited for someone eager to join an already established team and leverage their technical capabilities to establish novel ways to improve algorithm performance. The ideal candidate for this role will have:
This role is best suited for someone eager to join an already established team and leverage their technical capabilities to establish novel ways to improve algorithm performance. The ideal candidate for this role will have:
- 4+ years experience in low-latency algo development (sell-side or buyside)
- Strong understanding of equity products/markets
- Exposure to execution related research
- Impeccable C++ and Python capabilities
- STEM degree
- Strong communication skills
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.