MSET QR Client Analytics Role, Manager, Institutional Equity Division
Core
Design, build, and maintain models driving equity trading engines; perform client Transaction Cost Analysis (TCA) to reduce execution slippage; conduct equity market structure research on market impact, dark liquidity, and smart order routing.
Role type
Manager, Quantitative Research (Client Analytics)
Builds
Algorithmic trading engines and bespoke client analytics solutions
Domain
Institutional Equity Trading and Quantitative Finance
Deliverable
production ML models | product features
Required skills
Equity market analysis, Transaction Cost Analysis (TCA), algorithmic trading engine knowledge, data analysis at scale, Python/R programming, data pipeline construction, complex problem decomposition
Preferred skills
Equity derivatives knowledge, Linux/shell scripting, KDB+ database understanding
Technologies
Python, R, Linux, KDB+
Responsibilities
Execute consulting on algorithmic trading engines to reduce slippage; perform in-depth client TCA; research equity market structure including dark liquidity and smart order routing
Seniority
Manager, hands-on IC