Institutional Equity Division - Vice President, Delta 1 Strat (London)
Core
Design, build, run, and monitor trading engines for cash equity business using quantitative techniques and automation to improve P&L and efficiency.
Role type
Senior quantitative strategist (equity trading)
Builds
Automated trading engines and complex data handling pipelines for equity markets
Domain
Financial services / Equity markets
Deliverable
production ML models
Required skills
Python, quantitative analysis, data analysis at scale, portfolio optimization, Linux/shell scripting, database management (KDB+, SQL)
Preferred skills
Equity and equity derivatives product knowledge, engineering degree
Technologies
Python, Linux, KDB+, Sybase, Microsoft SQL Server
Responsibilities
Lead analysis of Morgan Stanley's CRB, perform trader portfolio and PNL analysis, automate quantitative methods, construct data processing pipelines from diverse sources, explore large data handling applications
Seniority
Senior, hands-on IC