WHO WE ARE

We are a quantitative and systematic trading firm that employs a rigorous mathematical approach to pricing securities and constructing portfolios across multiple asset classes globally.

WHAT WE DO

A diverse team of Traders, Quantitative Researchers, Technologists and Operations personnel closely collaborate to solve problems and develop cutting-edge models and systematic trading strategies.

WHO YOU ARE

We are looking for a detail-oriented individual with good analytical and statistical skills, as well as strong passion for financial markets. 

The successful candidate will be responsible for strengthening our Quantitative Research efforts globally by building a formalised execution algorithm wheel to seek intelligent ways to work orders in the markets and reduce transaction costs.

Skills & Experience

  • Experience in designing and implementing specialised execution algorithms
  • Experience in conducting research on market microstructure and pre-trade models including price dynamics, market impact and transaction costs
  • Experience in benchmarking order execution performance by taking risk exposure and opportunity costs into account
  • Experience in ranking algorithms based on historical performance of executed orders
  • Coding experience in Python and/or R and is comfortable working with large amounts of trading data
  • Proven ability to work collaboratively with traders, researchers, and software engineers
  • Good command of spoken and written English

Desirable, but not essential

  • Experience in performing post-trade Transaction Cost Analysis (TCA)
  • Experience in optimizing execution algorithms for presence of dark liquidity and multiple venues

WHY WORK WITH US

  • A supportive and collaborative work environment where individual contributions are recognised and accomplishments are rewarded
  • Comprehensive health insurance plan
  • Gym membership fee reimbursement
  • Provision of daily breakfast and lunch
  • Team-building and social events, including boat trips and sports days

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