Institutional Equity, MSET Quantitative Research - Product
Core
Designing, building, and maintaining quantitative models that drive equity trading engines and reduce execution slippage for internal trading groups and clients.
Role type
Quantitative Researcher (Equity Markets)
Builds
Algorithmic trading engines, transaction cost analysis (TCA) models, and market structure research tools.
Domain
Financial Services / Institutional Equity Trading
Deliverable
production ML models | product features
Required skills
Equity market analysis, algorithmic trading engine knowledge, data analysis at scale, Python/R programming, data pipeline construction, statistical modeling, econometrics, mathematics
Preferred skills
Equity derivatives knowledge, Linux/shell scripting, KDB+ database experience, engineering degree
Technologies
Python, R, Linux, KDB+, SQL
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
Mid-Senior, hands-on IC