Quant Research - Market Microstructure Constitution Group
Systematic trading shop is seeking a quant researcher with strong market microstructure background for their internal proprietary execution trading team.
Systematic trading firm is looking for a quant researcher with experience in market microstructure, preferably in equities. Candidates will join their existing algorithmic execution team to decrease trading costs and increase trading volume. Additionally, candidates will develop trading strategies taking advantage of internal flow.
Candidates should come from a Ph.D. in operations research, finance, math or statistics and have 2+ years of experience developing algorithmic execution strategies at a financial firm. Candidates must be an expert in market microstructure in at least equities. Strong development skills in C++ is a plus, as well as experience in research oriented languages such as Python, R or Matlab.
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