WorldQuant
Python Quantitative Developer, Algorithmic Execution
WorldQuant, Old Greenwich, Connecticut, us, 06870
Python Quantitative Developer, Algorithmic Execution
Join to apply for the
Python Quantitative Developer, Algorithmic Execution
role at
WorldQuant WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform. WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement. Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it. Technologists at WorldQuant research, design, code, test and deploy firmwide platforms and tooling while working collaboratively with researchers and portfolio managers. Our environment is relaxed yet intellectually driven. We seek people who think in code and are motivated by being around like-minded people. The Role:
We are seeking an exceptionally talented Vice President, Quantitative Execution Services and Analytics to join our WQBook team. Job Responsibilities: Providing recommendations to improve equity trading algorithms’ performance and reduce execution costs. Analyzing high frequency market and execution data for the purpose of extracting signals with price forecasting power. Developing and maintaining quantitative models and software solutions to measure and/or forecast price impact of trading and equity market properties. Creating statistical dark pool and exchanges ranking models. Developing methodology to compare brokers’ algo trading performance. Providing recommendations to distribution of funds among portfolio managers. Creating internal reports on trading PnL and trading algorithms’ performance. Analyzing academic literature, journals and research papers. Ad hoc quantitative research projects. What You’ll Bring: Minimum of 4 years of experience in Investment Banking (Trading Division), Proprietary Trading, or Investment Management (Execution) Knowledge of global equity markets and their microstructure. Demonstrated ability to work on quantitative research projects: independently and as part of the team. Strong knowledge of Mathematics, Statistics, Optimization. Programming skills: Must possess at least 4 years of work with vector-based and relational databases (KDB+/Q or Vertica) Must have at least 4 years of experience with at least two of the following statistical packages: Matlab, R, Python Our Benefits: Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) Twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month Three personal days Ten sick days Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code Training: learning and development courses, speakers, team-building off-site Employee resource groups Pay Transparency:
WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits. The base pay range for this position is $160,000 – $180,000 USD. WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.
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Join to apply for the
Python Quantitative Developer, Algorithmic Execution
role at
WorldQuant WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform. WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement. Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it. Technologists at WorldQuant research, design, code, test and deploy firmwide platforms and tooling while working collaboratively with researchers and portfolio managers. Our environment is relaxed yet intellectually driven. We seek people who think in code and are motivated by being around like-minded people. The Role:
We are seeking an exceptionally talented Vice President, Quantitative Execution Services and Analytics to join our WQBook team. Job Responsibilities: Providing recommendations to improve equity trading algorithms’ performance and reduce execution costs. Analyzing high frequency market and execution data for the purpose of extracting signals with price forecasting power. Developing and maintaining quantitative models and software solutions to measure and/or forecast price impact of trading and equity market properties. Creating statistical dark pool and exchanges ranking models. Developing methodology to compare brokers’ algo trading performance. Providing recommendations to distribution of funds among portfolio managers. Creating internal reports on trading PnL and trading algorithms’ performance. Analyzing academic literature, journals and research papers. Ad hoc quantitative research projects. What You’ll Bring: Minimum of 4 years of experience in Investment Banking (Trading Division), Proprietary Trading, or Investment Management (Execution) Knowledge of global equity markets and their microstructure. Demonstrated ability to work on quantitative research projects: independently and as part of the team. Strong knowledge of Mathematics, Statistics, Optimization. Programming skills: Must possess at least 4 years of work with vector-based and relational databases (KDB+/Q or Vertica) Must have at least 4 years of experience with at least two of the following statistical packages: Matlab, R, Python Our Benefits: Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) Twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month Three personal days Ten sick days Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code Training: learning and development courses, speakers, team-building off-site Employee resource groups Pay Transparency:
WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits. The base pay range for this position is $160,000 – $180,000 USD. WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.
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