What are the responsibilities and job description for the Quantitative Execution Strategist position at Winston Fox?
What
Seeking a talented quantitative trading professional with strong experience researching, designing and developing sophisticated execution algorithms and working on slicing parent orders to child order algo's to reduce market impact. Someone with solid quant implementation experience is highly desirable, i.e., someone who takes alpha model prototypes to production.
Who
Global hedge fund ($50 bn, 30-year track record, stellar reputation and world-class team and management) - not a multi-platform, highly collaborative, friendly, mature and has an average tenure of 8 years. Team of 10, executing over $1tr per year in proprietary volume. Trading global equities, but will consider suitable experience from other asset classes/markets.
Why
This fund is embarking on new and exciting projects, and they want to hire someone senior and experienced with a strong track record to lead and own several deliveries, such as leading best-in-class bulk execution with child order placement, building capabilities to trade fast alphas, implementing new alpha trading strategies is different asset classes and markets. This is a genuine opportunity to become an indispensable and integral part of the firm, team, and business. Be the point of the spear in the markets.
Needed
- We care about your experience cutting large parent orders into child order placements.
- We care about the quant implementation work you have done.
- We care about your research process and mathematics and statistical modelling skills.
- We care about your practical knowledge and application of best execution (microstructure, toxicity, TCA, market impact).
- We care about the multithreaded C code that you can write.
- We care about your ability to translate Python/Matlab code to C .
Salary : $300,000 - $500,000
