A top tier sellside bank is looking to hire a mid-senior Quant researcher/developer for optimizing their electronic trading execution algorithms.

• Ideal candidate would be strong in development and enhancing data drive quantitative research and models.
• This candidate would be responsible for conducting quantitative research on large-scale market micro-structure and order execution data to optimize algorithmic trading behavior.
• The incumbent would be also be involved in development of new algos, designing, implementing, operating, and improving execution strategies.
• Candidate with good coding skillsets in Python, C++, Java would be preferred.

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