LUNALOGIC is a consulting firm specialised in financial markets and quantitative techniques.
We have four offices in Paris, London, Montreal and Hong Kong working within Capital Markets, Asset Management and Corporate Banking.
Our client in New York City is looking for candidates for the role of Quantitative Analyst to work across multiple Equity Trading groups including Cash, Program Trading, Delta One, Equity Finance and algorithm development. As it's a global bank, the role will require strong collaboration with quants, traders and developers in various regions around the world.
The primary responsibilities of the role will require:
-Portfolio Theory and Optimization
-Analyzing time-series data and manipulating large datasets using tools like KDB, C++ or Java
-Building databases for historical time-series data, index and ETF compositions, and historical trading data
-Building tools to analyze and study correlations, short-term alpha signals, and leverage risk models to make more informed trading decisions
-Understanding market micro-structure with a focus on US, Canadian and Latin American markets
-A combination of front and middle office work while maintaining strong communication channels with traders and developers across different groups
-Building out and enhancing the equity trading floor's Central Risk Book.
A degree in Mathematics, Operations Research, Physics, Computer Science or Computer Engineering.
-Statistical software packages for time-series analysis (Python/Pandas, R, KDB)
-C++ or Java
-Database design, SQL or SQL-like interfaces
-A MSc or PhD in the disciplines mentioned above
-A minimum of 3+ years related Quantitative Analyst financial services work experience.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.