Requirements:
- Must be hands on in either Python, C++ or R
- Experience working with Equities or Futures
- Familiarity with kdb+, VWAP or Transaction Cost Analysis Methods (TCA)
- Experience working in HFT preferred
- Experience with market microstructure research
- Masters degree or higher in a STEM related field
If you are interested in learning more about this opportunity, please apply to the role directly!