MSET QR Client Analytics Role, Senior Manager, Institutional Equity Division
Core
Senior Manager leading Transaction Cost Analysis (TCA) and bespoke client trading analysis for the Institutional Equity Division's Quantitative Research group.
Role type
Senior Manager, Quantitative Research (Institutional Equity)
Builds
Data processing pipelines, enriched datasets, and analytical frameworks for equity trading engines.
Domain
Institutional Equity, Financial Markets, Quantitative Research
Deliverable
production ML models
Required skills
Data analysis at scale, Python/R, Equity markets knowledge, Transaction Cost Analysis (TCA), Market structure analysis, Data pipeline construction, Statistical modeling, Econometrics, Mathematics
Preferred skills
Linux, Shell scripting, KDB+, SQL (Sybase/Microsoft SQL Server), Equity derivatives knowledge
Technologies
Python, R, KDB+, SQL, Linux
Responsibilities
Perform in-depth Transaction Cost Analysis (TCA) for enhancing algo performance, Conduct bespoke client trading analysis, Maintain and analyze trading and referential data, Execute market structure analysis
Seniority
Senior Manager, hands-on IC with leadership
