Key skills, roles and responsibilities are:
- Market Microstructure research for Algorithmic Trading Models
- Optimising/Building new Trading Algorithms and models for Central Risk Product
- Work closely with the wider Equities Cash business across the region to solve Quantitative problems
- Strong experience in and knowledge of KDB+/Q, python and/or R
- Bachelor's Degree in a Quantitative discipline. Higher degrees are an added plus, but not necessary for the right candidate
- Discipline regarding standard software development practices/processes is extremely important
- Proven track record of delivering projects using above skills/knowledge