What are the responsibilities and job description for the Quantitative Analyst for a global Asset Management Firm (New York, NY) position at Quanta Search?
Our client, a global Asset Management firm, is looking for a Quantitative Analyst.
Role/Responsibilities:
- Research and develop execution algorithms for US and global equities in support of quantitative research and trading
- Enhance and aid in the support of in-house quantitative algorithmic platform used by both discretionary and quantitative traders
- Develop pre-trade transaction cost estimation models and help drive strategy on improvements
- Contribute in the development of firm wide transaction costs measurement
- Build and maintain market data and transaction databases for research and analysis
- Stay current and report on changes in market microstructure
- Masters or PhD in Mathematics, Financial Engineering, Statistics, or other quantitative discipline
- Outstanding financial engineering and statistical modeling skills
- 3-5 years of hands-on experience at a financial institution, building models for quantitative trading strategies or algorithmic trading
- Experience with Python, C and SQL
- Experience with KDB and Linux are a plus
- Experience working with large datasets
- Comprehensive knowledge of US equity market microstructure
- Knowledge of international equity markets and non-equity markets are a plus
- Sense of ownership of his/her work, working well both independently and within a small collaborative team.
