Algorithmic Quantitative Analyst-Equities -Delta-1 Business

Algorithmic Quantitative Analyst,quantitative research, quant,high frequency,econometrics, time series,statistics. This top-tier investment bank consistently ranks as the number one player in multiple worldwide financial markets. The strong global growth has now created the need for an Algorithmic Trading Quant to join its front-office based quantitative research group supporting equities execution and delta-1 businesses. This group aims at algorithmic execution of exchange-traded derivatives. Your objective is to work on the advancement of the black box strategies used to market make and execute delta 1 derivative products. The black box in effect replaces the derivatives market maker. From looking at market impact modelling and back testing strategies on high frequency data sets to optimise the execution strategy to improving the automated features of the algorithmic execution system you will be responsible for driving this project forward into the next step of automated volatility trading of exchange traded products. You will also be expected to assess and quantify the risks: both market risks from high standard deviation events and also from system risk i.e. if the technology fails under certain circumstances. You will work with the traders as you will need to try and implement their characteristics into the black box. The ideal candidate will have a PhD in a quant based subject. Computer science will be considered if the degree has a significant mathematical component.  At least 3 years working in econometrics, time series analysis, order book research, vanilla derivatives, and statistics within a Financial Institution.  Experience in optimisation and regression techniques will be assumed. Experience in analysing high frequency data sets is desirable. Skills in packages such as Matlab, SAS or R/S – Plus will also be expected.  Any prior experience in the discipline of algorithmic execution and automated trading will be looked upon very favourably though this is not a necessity. Please send a WORD CV to Tina Kaul at quants@ekafinance.com or call Tina on +44 207 791 0468. Additional Information Location: US-NY-NYC Status: Full Time, Employee Career Level: Experienced (Non-Manager) Reference Code: AQA2301 Job Category: Accounting/Finance Salary/Wage: USD 550,000.00 /year Relevant Work Experience: 2+ to 5 Years Education Level: Doctorate Contact: Tina Kaul eka finance Apply by Email Phone:+442077910468 View all "eka finance" jobs