A top tier sellside bank is looking to hire a mid-senior Quant researcher/developer for optimizing their electronic trading execution algorithms.
Ideal candidate would be strong in development and enhancing data drive quantitative research and models.
This candidate would be responsible for conducting quantitative research on large-scale market micro-structure and order execution data to optimize algorithmic trading behavior.
The incumbent would be also be involved in development of new algos, designing, implementing, operating, and improving execution strategies.
Candidate with good coding skillsets in Python, C++, Java would be preferred.