The Quantitative Trading Team is a front office technology team responsible for the research, enhancement, and innovation of algorithmic execution strategies that focuses primarily on the execution of Marshall Wace’s global trade flow across multiple asset classes. The scale of Marshall Wace’s activity leads to significant operating leverage, where deliveries of all sizes from the team can have large revenue and profit impact.
The successful candidate will join the current team of nine computer science / domain experts based in New York and London. The candidate must be a passionate, hands-on developer with experience in designing and implementing trading systems, and building research and backtesting pipelines on a Linux platform.
The role will require frequent contact with the global trading, quantitative research, and technology teams. As such, the successful candidate will possess excellent communication skills, be confident discussing their contributions to senior partners/business leads, and have confidence problem solving under pressure.
Required Skills / Experience
Desirable Skills / Experience