Equities Algorithmic Trading Analyst

Location: London

Time Type: Full time

Posted on: Posted Today

Job Requisition ID: R2894

The TP ICAP Group is a world leading provider of market infrastructure. Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.

Through our people and technology, we connect clients to superior liquidity and data solutions. The Group operates from more than 60 offices in 27 countries. We are 5,300 people strong, working as one to achieve our vision of being the world's most trusted, innovative liquidity and data solutions specialist.

About Liquidnet

Liquidnet is a leading technology-driven, agency execution specialist that intelligently connects the world's investors to the world's investments. Our network spans 46 markets across six continents.

Role Overview

As an Algorithmic Trading Quantitative Analyst, you will play an important role in the research and development of new algorithmic trading solutions for European equity markets.

Role Responsibilities

• Extensive data analysis using transactional and non-transactional order data combined with raw tick data.
• Coding on internal quantitative Python libraries.
• Writing functional and technical specifications for functionality to be implemented by our software engineering teams.
• User-Acceptance-Testing (UAT) of the new functionality to ensure that it works as envisioned and designed.
• Analysis of historical transactions in our data-warehouse using SQL.
• Support of sales and trading teams with their enquiries regarding implemented algorithm behaviour.
• Working with execution consultants on transaction cost analysis for specific clients and their customizations.
• Suggesting platform improvements to enhance electronic execution workflows for external clients and internal stakeholders.
• Providing 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.

Experience / Competences

Essential

• Degree-level qualification in a numerate discipline.
• Practical programming experience in Python (including Pandas and Numpy) and SQL.
• Knowledge of the mechanics of equity execution algorithms.
• Proficiency in statistical models and techniques.
• Excellent communication and organisational skills.

Desired

• Knowledge of European equity market microstructure.

Band & level: Professional, 4

Location

UK - 135 Bishopsgate - London