Quantitative Strategies Developer (closed)
• Design and implement Equity Execution Algorithms in collaboration with Financial Engineers and Traders.
• Monitor the algorithmic execution system and work with team to improve the system.
• Validate implemented systems against intended models and Quantitative benchmarks.
• Perform back-testing of existing and new algorithmic trading strategies by computer simulations using historical or simulated market data.
• Contribute to the design and architecture of new algorithmic trading systems as a member of the Quantitative Strategy group.
• Bachelor’s degree or higher in Mathematics, Engineering, and/or Computer Science.
• Extensive knowledge of real-time algorithmic trading systems.
• 5+ years of application architecture and design experience within an equity trading desk’s Algorithmic Development group with a very strong understanding of Market Microstructure.
• Must possess a sound understanding of regulatory matters.
• Experience designing, developing, and implementing trading algorithms such as VWAP, POV, etc., as well as logic for Algorithmic Equity Execution Trading platforms.
• A strong aptitude for analytical and quantitative thinking.
• Proficiency in C/C++ &/or Java.
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