Algorithmic Execution Quantitative Analyst

Algorithmic Execution Quantitative Analyst

Rimrock Associates Inc | New York, New York | Posted: August 27, 2012

JOB DESCRIPTION

- A few years working on the execution desk with experience developing trading algos.
- Provide general technical support for quantitative research and trading, especially in the development of execution algorithms for US and global equities.
- Must have strong programming skills (C++/Unix)
- Prefer PhD, but will consider a MS in Math, Finance, or Computer Science

Additional Info

- Provide general technical support for quantitative research and trading, especially in the development of execution algorithms for US and global equities.
- Enhance and aid in the support of in-house quantitative algorithmic platform used by both discretionary and quantitative traders.

Requirements:
- Education: PhD in Finance, Physics, Math, Computer science or related discipline.
- In-depth understanding and experience developing transaction cost analysis models, market impact and limit order book models. Good understanding of equity market structure in the US and Europe at a minimum.

Job Details

Salary$200,001-$300,000
LocationNew York, New York
Contact
Emailresume@rimrocksearch.com
CategoriesQuantitative,