Quantitative Specialist
Core
Develop central futures electronic trading capabilities, define product roadmaps, and build execution analysis tools to minimize trading costs and optimize execution for portfolio managers.
Role type
Senior IC quantitative specialist (futures execution)
Builds
Futures central trading product, execution analysis capabilities, transaction cost analysis framework
Domain
Alternative investment / Futures trading / Quantitative finance
Deliverable
production ML models
Required skills
Futures systematic execution, Transaction cost analysis, Futures market structure, KDB, Python, Statistical reasoning, Linux command line, Data analysis libraries (Pandas, matplotlib)
Preferred skills
Cross-asset experience (equities, FX, options), Futures contract types (outrights, calendar spreads, TAS, BTIC), Futures brokers and execution algorithms
Technologies
KDB, Python, Pandas, matplotlib, Linux
Responsibilities
Develop central futures electronic trading capabilities, Define and drive the roadmap for the futures central trading product, Build futures execution analysis capabilities, Act as a subject matter expert on futures market structure, Advise portfolio managers on trading and execution quality, Design and maintain the transaction cost analysis framework, Conduct research, test hypotheses, and maintain data quality