Equities CRB Quantitative Analyst - VP
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About The Position
The hire will be part of the Equities Quant team and work closely with equity traders to develop tools, systematic trading models, alpha signals, and risk measures. This position is crucial for contributing significantly to the development and enhancement of the algorithmic portfolio management systems that are used to balance risk, transaction costs, tracking error, and expected return of the trading books. The role involves close collaboration with the trading desk to enhance their businesses through strategic development in modeling, risk management, systematic liquidity facilitation, and trading infrastructure. On a day-to-day basis, the successful candidate will analyze historical data, build mathematical models, and run back-tests and simulations using both internal and external trade, quote, and execution data sets. A substantial amount of coding is necessary daily to programmatically analyze, test, and implement models. The candidate will work within a team consisting of traders, quantitative analysts, and technologists, contributing to a dynamic and fast-paced environment. The ideal candidate will have prior experience in building trading and risk management platforms, developing alpha signals, and creating pre-, intra-, and post-trade analytics tools. Familiarity with execution algorithms and a working knowledge of market microstructure and algorithmic trading strategies will be advantageous. A strong background in mathematical finance and statistical analysis is essential, along with a degree in science, engineering, or mathematics.
