MSET QR Client Analytics Role, Manager, Institutional Equity Division
Core
Manager-level role in the Quantitative Research group designing, building, and maintaining models that drive equity trading engines, focusing on execution consulting, client Transaction Cost Analysis (TCA), and equity market structure research.
Role type
Manager, Quantitative Research (Equity Trading)
Builds
Algorithmic trading engines, bespoke client Transaction Cost Analysis (TCA) reports, and market structure analysis tools.
Domain
Financial Services / Institutional Equity / Quantitative Research
Deliverable
production ML models
Required skills
Equity market analysis, algorithmic trading engine knowledge, Transaction Cost Analysis (TCA), data analysis at scale, Python/R programming, data pipeline construction, market impact analysis, dark liquidity analysis, smart order routing, algorithmic order placement
Preferred skills
Linux, shell scripts, automation, KDB+ databases, equity derivatives knowledge
Responsibilities
Apply knowledge of algorithmic trading engines to reduce execution slippage, perform bespoke client Transaction Cost Analysis (TCA), conduct equity market structure research and analysis.
Seniority
Manager, hands-on IC
