2 of 2 TWAP Jobs in the UK

Familiarity with Market Data protocols (L1/L2/L3 order books, FIX, ITCH, OUCH, BBO/NBBO) and quantitative analytics (TCA, VWAP/TWAP, volatility surfaces, PnL, pre/post-trade risk). Leadership & Soft Skills Proven leadership skills with demonstrated experience managing project workstreams and coaching technical teams. ...

institutional buy-side firm, with proven track record of revenue generation and client relationship management Deep expertisein equity market microstructure, algorithmic trading strategies (VWAP, TWAP, implementation shortfall, arrival price, POV), smart order routing, dark pool liquidity, and regulatory frameworks governing electronic execution in European markets Strong quantitative and analytical ...