$n/a USD
Onsite WORKING
Location: New York, New York - United States Type: Permanent
VP - Quantitative Research (Equities Electronic Trading)
Location: New York
Overview
Join a front-office quantitative research team in New York focused on building and enhancing electronic trading strategies within the Equities business. The group designs and calibrates execution algorithms, develops market analytics and trading signals, and delivers the models and tools that underpin smart-order-routing and best execution.
This is a hands-on VP-level role, reporting directly to the Head of the group.
Key Responsibilities
• Design, calibrate, and optimize execution algorithms
• Analyze market microstructure and transaction cost data
• Develop and test new trading signals and liquidity metrics
• Run A/B trials to evaluate new algo behaviors
• Build Python/q dashboards and reports for internal monitoring
• Improve and maintain model calibration processes
• Perform post-trade analysis to ensure best execution
• Collaborate with trading, product, technology, compliance, and risk teams Tech Stack
• q/kdb+ for data analysis (preferred)
• Python for tooling and automation (required)
• C++ / Java - reading production code (not required to develop)
• Legacy tooling in Perl/sh (can be learned on the job) Candidate Profile
• PhD or Master's in a quantitative discipline (e.g. statistics, computer science, physics, mathematics)
• Strong programming skills (Python, q/kdb+) and solid understanding of statistical methods
• 2+ years in electronic or algorithmic trading (equities preferred)
• Hands-on experience with execution logic, calibration, or market analytics
• Excellent communication skills and ability to collaborate across teams
