Director, Quantitative Execution Consulting
Core
Director leading quantitative research on transaction cost analysis, algorithmic trading strategies, and order routing to optimize execution quality for BofA's algorithmic platform.
Role type
Director, Quantitative Execution Consulting
Builds
Optimized execution strategies and routing enhancements for BofA's algorithmic trading platform
Domain
Financial services, algorithmic trading, market microstructure
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Transaction cost analysis, equity microstructure research, agency algorithmic trading strategies, order routing/venue analysis, KDB+/Q, R, SQL, UNIX OS, large dataset handling, client-facing analysis, technical writing
Technologies
KDB+/Q, R, SQL, UNIX
Responsibilities
Analyze client trading flow to optimize platform usage, research internal algorithmic platform parameters and routing, implement client-specific or plant-wide algorithmic enhancements, produce research content for clients, provide data requests for sales/traders, analyze market microstructure and regulatory trends, quantify algorithm improvements via simulation
Seniority
Director, strategic leadership & hands-on research