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Quantitative Strategist (Fintech)

Формат работы
onsite
Тип работы
fulltime
Грейд
lead
Английский
b2
Страна
UK
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Quantitative Strategist (Fintech): Enhancing execution algorithms for cash equities and conducting quantitative research on market microstructure with an accent on order-book dynamics, venue analysis, and transaction cost analysis. Focus on building statistical and machine learning models for short-term price prediction and collaborating with technology teams to productionize research into low-latency trading systems.

Location: London, Greater London, England, United Kingdom

Company

hirify.global is a leading global investment banking, securities, and investment management firm founded in 1869.

What you will do

  • Enhance execution algorithms for cash equities, such as VWAP and adaptive strategies.
  • Conduct quantitative research on market microstructure, order-book dynamics, and transaction cost analysis (TCA).
  • Build and maintain statistical and machine learning models for price prediction, fill-rate estimation, and market-impact modelling.
  • Collaborate with technology teams to productionize research into low-latency trading systems.
  • Perform back-testing, simulation, and live A/B testing of algorithm enhancements; define and track performance metrics.
  • Partner with sales, trading, and client-facing teams to translate client feedback into research priorities.

Requirements

  • Advanced degree (Master's or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related).
  • 5+ years of experience in quantitative research related to execution/trading algorithms.
  • Deep understanding of market microstructure concepts, order types, venue fragmentation, and market-impact models.
  • Proven experience with statistical modelling, time-series analysis, and/or machine learning applied to financial data.
  • Proficiency in working with large datasets (tick data, order-book snapshots).
  • Excellent communication skills to convey complex quantitative concepts to both technical and non-technical audiences.

Nice to have

  • Experience with equities execution algos in European or global markets.
  • Understanding of regulatory frameworks relevant to algorithmic trading (MiFID II).
  • Strong programming skills in Python.
  • Ability to query data in kdb+/q.
  • Familiarity with reinforcement learning or deep learning techniques applied to optimal execution problems.

Culture & Benefits

  • Committed to fostering and advancing diversity and inclusion in the workplace.
  • Offers training and development opportunities and firmwide networks.
  • Provides benefits, wellness, personal finance offerings, and mindfulness programs.

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