Responsibilities:

· Help develop approaches to enhancing pre- and post-trade transaction costs modeling

· Help perform post-trade transaction cost analysis

· Help enhance after-costs portfolio performance attribution

· Collect, clean and transform large datasets

· Perform historical simulations

· Develop automated reports of research results

· Present research results in a clear and intuitive manner – visually, verbally and in a written form

 

Qualifications:

· Minimum 3 years of execution-level quantitative investment experience with derivatives, in particular futures, FX forwards, and options

· Exceptionally strong programming experience, in particular in Python and SQL

· A PhD degree with an outstanding academic record in a technical field such as mathematics, statistics, science or engineering

· World-class analytical skills and the ability to clearly articulate the approach, process and results

· Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment

· Drive and humility to deliver on high value projects and roll up your sleeves attitude