Quantitative Equity Research Analyst

Design & develop automated trading strategy & execution algorithms for equity stocks & related prods; build in-house trading systems w/agency execution strategies for institutional clients, & inventory pricing, hedging, & liquidation systems for internal trading desks; employing knowledge of automated trading systems design & development for global financial institution; implement multi-threading trading algorithms in high performance C++ programming language; provide quantitative consulting & advisory services to internal trading desks on optimal trade execution to improve efficiency of investment & trading processes.

Utilizing mathematical skills to conduct quantitative research in risk modeling, portfolio optimization, customized portfolio hedging, market microstructure analysis, transaction cost modeling & liquidity prediction, for both internal trading desks & institutional clients. Implements research results as client-ready deliverables & disseminated findings to internal trading desks & clients through white papers, journal articles, & participation in seminars & conferences. 

Reqs:  Ph.D. in Mathematics, Applied & Computational Mathematics, Computer Science, or other quantitative fields, & 2 yrs in position offered