Senior Quantitative Researcher - Market Impact

Responsibilities

The successful candidate will be expected to:
Research the applicability of various market impact models to a variety business flows Build fitting tools and analytics to support the research process and model calibration Partner with PM / trading stakeholders to implement models into the portfolio construction process Research models applicable to asset classes outside of Equities
Qualifications/Skills Required
Bachelor's degree in Mathematics, Statistics, Physics, Finance, Economics, Econometrics, Financial Engineering, Operations Research or similar 3+ years' experience in a Quantitative Research / Quantitative Trading role with a significant or exclusive focus on market-impact research / fitting Excellent analytical and quantitative skills Excellentmunication skills, with the ability to work effectively in a team environment Ability to use Python / KDB for analytical / research purposes Job ID REQ-24270