Job Description:
We are working with a leading NY-based sell-side equity electronic trading team that is looking to hire a Quantitative Analyst with a strong background in computational finance, statistical modeling, and low-latency systems development. This role offers the opportunity to work on cutting-edge equity microstructure research and to develop execution strategies within a high-performance trading environment.
Role Overview
As a key member of the team, you will focus on designing and developing a proprietary low-latency equity algorithmic trading platform and smart order routing (SOR) system. You’ll collaborate closely with quants, traders, technologists, and sales to build and enhance customized execution solutions for the firm’s institutional clients.
Key Responsibilities
-
Design, build, and optimize low-latency equity execution systems (targeting ~100 microseconds from client to exchange).
-
Enhance the firm’s proprietary algorithmic trading container and smart order router infrastructure.
-
Conduct in-depth analysis of market microstructure and existing trading programs to identify areas for improvement.
-
Research and implement advanced electronic execution models that improve fill rates, minimize market impact, and optimize performance.
-
Develop in Python and KDB+, contributing directly to production code with a focus on scalability, concurrency, and throughput.
-
Collaborate with traders, sales, and clients to deliver customized execution solutions and strategy enhancements.
-
Apply statistical techniques and data science to support order placement modeling, signal generation, and performance attribution.
Qualifications & Requirements
-
Advanced degree in Computational Finance, Financial Engineering, or a related quantitative field strongly preferred.
-
3+ years of experience building equity algorithmic execution systems, ideally within a bulge bracket firm or algo execution vendor.
-
Hands-on experience developing low-latency, high-throughput trading systems using Python and KDB+/q.
-
Strong understanding of data structures, algorithms, and multi-threaded/concurrent programming.
-
Solid background in equity market microstructure, including order book dynamics and routing logic.
-
Proven experience in order placement modeling, market impact analysis, or trade signal generation.
-
Excellent communication skills with the ability to work closely with traders, sales, and clients.
Why Join
-
Work on new software development projects at the forefront of electronic trading innovation.
-
Collaborate across quant, trading, and technology teams to deliver impactful solutions.
-
Opportunity to make a tangible impact by building customized execution strategies for institutional clients.
-
Competitive compensation and strong growth trajectory within a high-caliber team.
Keywords: Python, q/KDB+, Equity Execution Models, Algorithmic Trading, Execution strategies, Smart Order Routing, Pairs, Software Developer
Please send resumes to Jim Geiger, jeg@analyticrecruiting.com | For more opportunities, please visit www.analyticrecruiting.com.
