Transaction Cost Analyst (TCA) Systematic Trading Transaction Cost Analyst (TCA) Systematic Trading …

Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Last application, 18 Jul 19
Competitive
Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Last application, 18 Jul 19
Competitive
A Boston based global asset manager is looking for a Quantitative Researcher with transaction cost analysis (TCA) experience to build statistical forecast models for the firms Systematic Trading team.

Role/Responsibilities:

  • Join the firm’s Systematic Trading Research team to focus on data driven analysis to better understand the impact of pre-trade transaction and execution costs
  • Contribute to quantitative research on best execution strategies
  • Analyze implementation shortfall data against actual transaction cost and return forecast models
  • Build and maintain market data and transaction databases for research and analysis.
  • Work with portfolio managers and traders on trade implementation strategies
  • Model and analyze large unstructured datasets

Requirements:

  • An advanced quantitative degree in finance, statistics, math, physics or computer science is strongly preferred along with 5+ years of work experience.
  • Must have direct experience in TCA
  • Current development experience with Python (Numpy, Scipy, Pandas, SKLearn)
  • Strong Statistical and data management skills
  • Experience modeling large unstructured datasets
  • Deep understanding of US equity market microstructure
  • Experience with market data: US real time and historical.

Keywords: Transaction Costs, Trading, Equity, Market Microstructure, Data Analysis, Python, Quantitative Research, Machine Learning

Please refer to Job 23372- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities Visit www.analyticrecruiting.com

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