Tier 1 Bank seeks Equity Algo Quant

I am working on behalf of an MD within a Tier 1 House, who is looking to an experienced Electronic Trading Research Quant to his Team. The team is one of the longest standing Algo Desks in the city, and they play a pivotal role within the Equity business internally, with 80% of the trade flow passing through their desk. They also have a large client facing exposure, as they facilitate trades for a number of hedge funds and banks. The desk is closely aligned with the systematic trading business, and there are opportunities to get involved in this aspect of the business as well.

The role is focused on developing execution algorithms, with particular focus on creating algorithmic trading strategies to reduce market impact and order placement costs, as well as optimising pre-existing systems. You will also be expected to be able to assist in the presentation of this research to Clients and Internal Business Units

The successful candidate will possess:

-A background in working within Electronic Trading Research (Algorithmic Trading, Market Microstructure Research, VWAP/TWAP, Optimal Pegging Participation etc)

-A PhD/MSc from a World Class University (Oxford, Imperial, Cambridge, Harvard, MIT, Caltech, Ecole Polytechnique etc) in a Quantitative Subject

-A demonstrable ability to communicate ideas clearly and concisely to Clients.

-Some knowledge of programming (C++ is a bonus)
-Familiarity with Vector Based Programming (R, Splus, Matlab, SAS, SPSS etc)


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