My client is a multi-managers quantitative hedge fund that adopts the latest technologies that trade all liquid assets classes. 

Responsibilities:

In this position, you will focus on conducting research to develop and refine quantitative models for execution strategies. Your responsibilities will include:

• Analyzing market microstructure and liquidity dynamics to enhance trading algorithms.
• Collaborating with traders and researchers to implement and deploy research findings.
• Monitoring and analyzing trading performance, identifying areas for improvement and optimization.

Qualifications:

• Advanced degree in a quantitative field such as data science, statistics, mathematics, computer science, physics, or engineering.
• Ability to multi-task in a fast-paced environment while maintaining strong attention to detail.
• Proficiency in at least one leading programming language (Python and C++ preferred).
• Experience in exploring large datasets across multiple time frames is a plus.
• Background in Market Making or High-Frequency Trading is advantageous.
• Ability to work autonomously within a collegial and collaborative environment.
• Excellent communication skills, capable of engaging with technologists, data scientists, and traders globally.
• Strong collaborative, critical thinking, analytical, and creative problem-solving abilities.