MSET QR Client Analytics Role, Senior Manager, Institutional Equity Division
Core
Perform in-depth Transaction Cost Analysis (TCA) for enhancing algo performance, bespoke client trading analysis, maintaining and analyzing trading data, and market structure analysis.
Role type
Senior Manager, Quantitative Research (Client Analytics)
Builds
Enhanced algorithmic trading performance and bespoke client trading insights
Domain
Institutional Equity, Financial Markets
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Transaction Cost Analysis (TCA), equity market analysis, data analysis at scale, Python/R programming, data processing pipelines, market structure analysis
Preferred skills
Equity derivatives knowledge, Linux/shell scripting, KDB+ or SQL databases
Technologies
Python, R, Linux, KDB+, Sybase, Microsoft SQL Server
Responsibilities
Perform in-depth Transaction Cost Analysis (TCA) for enhancing algo performance; Conduct bespoke client trading analysis; Maintain and analyze trading and referential data; Perform market structure analysis
Seniority
Senior Manager, hands-on IC with leadership scope