Quantitative Trader - Central Liquidity Strategies

Millennium • New York, NY

10d • $160,000 - $250,000

About The Position

Central Liquidity Strategies (CLS) employs a range of strategies designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both a principal (risk) and agency basis.

Requirements

• Experience: 6+ years in a trading or execution role.
• Education: Bachelor’s degree in Mathematics, Physics, Finance, Economics, Econometrics, Financial Engineering, Operations Research, or similar.
• Quantitative skills: Experience with factor modeling, transaction cost analysis (TCA) models, statistical modeling, and portfolio analytics.
• Risk management: Strong operational and event risk management skills; experience managing systematic strategies; familiarity with equity markets/asset classes.
• Technical skills: Self-sufficient programming ability in Python and/or kdb+ for analysis and research, plus Git, Unix/Linux, Bash, etc.
• Communication: Strong communication skills and the ability to work effectively in a team environment.

Nice To Haves

• Familiarity with ETFs, futures, swaps, and vanilla derivatives is a plus (and can be learned on the desk).

Responsibilities

• Impactful individual contributor: Lead a wide range of projects involving the design and implementation of strategies to reduce trading costs for delta-one and factor products.
• Risk management: Monitor and manage risks within company guidelines and risk parameters, including operational, portfolio, financing, and basis risk.
• Collaboration: Partner with team members to set the overall direction, design, and architecture of the platform; collaborate with key stakeholders across the business.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level