Quantitative Researcher
We are seeking a Quantitative Researcher to join our Execution Strategies team. This role requires the ability to research and develop quantitative models in both the execution and financing space as well as the ability to implement them in production. The role will be at the forefront of a new APAC-led initiative.
Team members will help to build out a new platform within the Execution Services business. Initially research and development will be the primary focus, while in latter phases, some aspects of trading will be incorporated. We work closely with execution traders, core developers, and various businesses within Millennium as we seek to capture efficiencies across the platform.
Responsibilities & Duties
Understand the business requirements and constraints in various developed and emerging markets
Conduct research tackling problems across both financing/delta-1 and equity execution spaces
Implement results of research into our core trading platform
Design and develop handling of order routing and order management processes
Help in any data analysis / trouble shooting (L3) in case of issues with our critical trading infrastructure.
Design and create scripts, reports, and visual tools for analysis and understanding
Conduct research, identify patterns, evaluate trends on various aspects of execution and trade optimization
Monitor and operation automated trading systems
Develop expertise in the firm’s trading practices and industry developments
Required skills/experience
Understanding of the problems and business constraints in financing / delta-1 space in APAC EM markets
Scientific education, preferably degree(s) in statistics, mathematics, or computer science
Strong programming skills and experience essential
Strong mathematical and statistical skills and experience essential
Familiarity with databases and experience with KDB/Q strongly preferred
Demonstrated experience with compiled programming languages (C++, C#, Java) a big plus
Understanding of Asia equities markets, i.e. auctions, microstructure, regulatory constraints, helpful
First-rate communication skills and ability to work across multiple teams, regardless of reporting lines
Detail oriented; Demonstrates thoroughness and strong ownership of work
Quick learner and able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency
Ability to work independently and thoughtfully
Flexible teammate, with a willingness to interact and collaborate with other teams