Global Banking & Markets - GSET - Quantitative Strategist - London - VP London · United Kingdom[...]
- Location
- Greater London, England, United Kingdom
willing to mentor others, share knowledge, and uphold the highest ethical standards in everything you do. Responsibilities Enhance execution algorithms (e.g., VWAP, Participate, adaptive / liquidity‐seeking strategies) for cash equities. Conduct rigorous quantitative research on market microstructure, order‐book dynamics, venue analysis, and transaction cost analysis (TCA). … Build and maintain statistical and machine learning models for short‐term price prediction, fill‐rate estimation, market‐impact modelling, and optimal order placement / scheduling. Collaborate with technology teams to productionize research into low‐latency, high‐reliability trading systems. Perform back‐testing, simulation, and live A ...