Quantitative Analyst

1 month ago


London, Greater London, United Kingdom TP ICAP Group Full time

About the Role

We are seeking a highly skilled Quantitative Analyst to join our team in the research and development of new algorithmic trading solutions for European equity markets.

As a key member of our EMEA Execution & Quantitative Services (EQS) group, you will work closely with traders, sales people, and execution consultants to design and implement cutting-edge trading solutions.

Key Responsibilities

  • Develop and implement advanced data analysis techniques using transactional and non-transactional order data combined with raw tick data.
  • Design and implement new algorithmic trading solutions using internal quantitative Python libraries.
  • Collaborate with software engineering teams to implement new functionality and ensure seamless integration with existing systems.
  • Conduct User-Acceptance-Testing (UAT) of new functionality to ensure it meets the required specifications.
  • Support sales and trading teams with their enquiries regarding implemented algorithm behavior.
  • Work with execution consultants on transaction cost analysis for specific clients and their customizations.
  • Provide relevant data and support materials to keep marketing information up to date with respect to quantitative models.
  • UAT of external execution management system (EMS) order tickets routing to Liquidnet algorithms.

Requirements

  • Practical programming experience in Python (including Pandas and Numpy) and SQL.
  • Knowledge of European equity market microstructure.

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