Quantitative Execution Strategist - Electronic Trading

Quantitative Execution Strategist – Electronic Trading (SG Americas Securities, LLC, New York, NY)

Design and enhance algorithms across different type of products, incorporating new techniques for predictive execution and dynamic strategy adaptation. Conduct in-depth research on global market microstructure changes and trading venue behaviors to optimize execution strategies and minimize market impact. Develop real-time analytics and monitoring tools for algorithm performance assessment, identifying opportunities for improvement. Build new client relationships, develop custom execution strategies, and improve their overall trading efficiency. Mentor junior quantitative strategist in leveraging large datasets and high-performance computing for execution research. Regulatory and Compliance Alignment: Ensure execution strategies comply with evolving regulatory requirements, working closely with compliance teams to implement robust controls and risk mitigation frameworks. Collaborate with trading system technologists to improve the infrastructure, enhance execution workflows, and improve overall platform efficiency. Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $125,000 - $275,000 per year.

MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent in Financial Mathematics, Computer Science, Quantitative Finance, or related field, plus 2 years of professional experience as a Quantitative Analyst, Financial Analyst, or any occupation/job title/position performing algorithmic trading strategy development and execution.

Must also have the following special skills: 2 years of professional experience with buy-side execution research or sell-side algo trading development; 2 years of professional experience with execution platform & models, running market impact estimation, and performance analysis; 2 years of professional experience utilizing machine learning applications for execution strategy optimization; 2 years of professional experience executing algos, order types, and latency-sensitive execution; 2 years of professional experience in VWAP, TWAP, Implementation Shortfall, and adaptive liquidity-seeking strategies; 2 years of professional experience utilizing Python, C# and C++ for algo development; 2 years of professional experience utilizing regulatory frameworks, including SEC, MiFID II, and other global execution mandates; and 2 years of professional experience working in complex environment with collaboration across trading, quant research, and technology department.

CONTACT: Please email resume to: us-humn-recruitment@sgcib.com Must specify AdCode ZSFQ in the subject line.