The Quantitative Research (QR) Team design and implement trading platforms to integrate client solutions across various functions. This team contributes to the design and implementation of the algorithmic trading platforms where they integrate quantitative research and data analytics for client solutions across various functions in eTrading. 

Our team partners with the electronic trading desk and technology teams to develop sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. The Quantitative Algo Dev function within the QR eTrading team works closely with quant researchers, the algo development team and the trading desks to deliver global solutions for our clients.

Job Summary

As a Vice President in the QR eTrading team, you will contribute to the design and implementation of the algorithmic trading platform, integrating quantitative research, data analytics, and client solutions across various functions within eTrading. You will apply optimization techniques to enhance trade scheduling for both single stocks and portfolio trading in the algo engine. Collaborating with researchers in the QR team and working closely with the electronic trading product and algo development technology teams, you will have the opportunity to guide and shape the direction of the platform.

Job Responsibilities               

Solve and implement numerical algorithms that address the optimization challenges in trade scheduling for multi-period single stock and portfolio productsBuild robust algorithms within the production platform which will involve collaborating closely with our technology partners to integrate and deliver optimization solutions within the algo trading engineCollaborate with quant researchers and trading desks to refine models and strategies that enhance our trading performanceWork closely with the product team and trading desks to design and build client centric solutions

Required qualifications, capabilities, and skills

Masters in STEM subject such as computer science, engineering, mathematics/statistics, physics5 years of experience in position(s) with similar responsibilities/technologies/business areaExperience with optimization techniques relevant to trading strategiesExperience coding in Java or C++Experience working on algorithmic trading platformStrong analytical, quantitative, and problem-solving skillsStrong written and verbal communication skills, with the ability to communicate well with business users and technology teams

Preferred qualifications, capabilities, and skills

Preferred PhD in STEM subject or independent research experience7+ years preferred experience in position(s) with similar responsibilities/technologies area Experience with stochastic control, stochastic/numerical optimization techniques relevant to single stock or portfolio trading strategiesExperience with writing production grade implementations for trading systems in Java/C++Experience with Python, AWS and/or other database/data processing technologiesExperience with q/kdb or similar Knowledge of cash equity markets and microstructure