Quantitative Research Analyst: Fixed-income

Statistical AnalystBrokerage firm providing advanced equity trading technologies to institutional managers and hedge funds

Working in a strong team which builds and implements statistical models for equity, future and option markets. The position assumes research and development of mathematical/statistical models that can be used to assess the performance of institutional clients through cost assessment, peer group comparison and performance analytics. Special focus will lie on statistical analysis on empirical execution data to help improve trading strategies and investment returns. This will include market impact research, identification of post-trade transaction cost factors and evaluation of algorithmic strategies.
Responsibilities include work closely with the Financial Engineering team to conduct formal quantitative analyses from question formulation to presentation of outcomes, typically including written summaries and/or business recommendations consult with business users to ensure that analytical solutions are tailored to business needs and will support or result in effective end products; participate in a consultative role in implementing solutions provide project-specific guidance to other team members in performing analyses identify issues and areas in need of statistical analysis always be up-to-date with latest academic literature that is relevant to projectCompetitive base plus bonusRef: 1142317
REQUIREMENTS


Ph.D. in Statistics or Econometrics A MUST

Familiarity with statistical and optimization techniques and the principles of probability theory. Proficiency in perl and C/C++. A desire to develop and integrate quantitative skills within a required scope of designing and implementing. Ability to translate research into usable, value-added tools and information. Strong ability to effectively communicate quantitative topics and concepts. Strong written and verbal communication skills. Knowledge in Matlab and SQL/Sybase desirable. relevant research or professional experience in financial modeling and market microstructure preferred Highly self-disciplined, detail and results oriented