Connecticut Analysis & Reporting Job Listings

Execution Services / Algorithmic trading Analyst63392082638211120

Workable

Execution Services / Algorithmic trading Analyst

About the job We are searching for a qualified entry level candidate to join our Client Services team. The candidate should have a desire to work in a fast-paced dynamic trading environment. We seek a self-starter that can work independently as well as thrive and contribute to a growing team. What You Will Do Provide level 1 trade, system and integration support at the direction of the client services manager. Such responsibilities include, but are not limited to: Provide level 1 telephone, chat and email support to clients using either GUI-based or automated remote trading applications Proactive monitoring execution algorithms and mitigate trading risk Troubleshoot system and client connectivity issues Develop understanding of execution algorithms and BestEx Research applications and explain them to clients Help clients with customization of BestEx Research products Perform Trade Cost Analysis Trade support and application-level troubleshooting of orders generated by BestEx Research's execution algorithms Perform QA of internal trading tools, algorithms and risk applications and document as needed Coordinate application deployment with infrastructure management and software engineering teams Work with brokers and vendors to integrate BestEx research's execution algorithms Assist in client-onboarding and account creation Requirements What we are looking for: Bachelor's degree or equivalent experience Concentrations on Computer Science, Mathematics, Statistics, Finance or Economics are preferred Previous financial industry or trading experience a plus Experience or working knowledge of SQL, Python, MS Excel Professional, motivated attitude Strong interpersonal skills and ability to manage multiple issues in a fast pace, high pressured technology environment Independent self-starter and a keen attention to detail is a must Benefits Competitive pay, world class benefits and bonus structure Huge upwards mobility: Talented and high performing individuals will move up very quickly to sales and trading or product management roles Work with high-caliber and innovative professionals Progressive time off benefits State of the art office A fun and collaborative environment 4 weeks of vacation, healthcare, commuter benefits, and 401K. Location: Stamford, CT/New York, NY Our Stamford, CT is conveniently located in Stamford downtown and walking distance from the train station. Free valet parking, Gym and other amenities are available. Why BestEx Research: If you want to help investors reduce their trading costs in an incredibly complex market structure and help create and shape an industry-defining product, then this is an excellent opportunity to join an incredibly talented team of 50+. BestEx Research has almost zero turnover, top notch clients, zero bureaucracy, and a flat organizational structure. It is a true meritocracy, set in a collaborative environment, where every employee is working on extraordinarily interesting projects. Our pay scale and benefits are comparable to top-tier firms in our industry, either in the form of cash compensation or a hybrid cash and equity compensation plan. Employees at BestEx Research have exposure to much more variety in the projects they complete and opportunities for growth than in similar roles at other firms.

Stamford, CT, USA

Negotiable Salary

Head of FX Quantitative Strategy (USA)63393501483265121

Workable

Head of FX Quantitative Strategy (USA)

We are looking for a Head of FX Strategy to develop and lead a quantitative FX Strategy Team at Trexquant. In this role, you will be responsible for developing strategies and building out a team of quantitative researchers for researching, implementing, and trading profitable FX based strategies within our core product. Your work will integrate FX as an asset class in our proven quantitative processes and significantly expand our tradable universe, profitability, and competitive edge. Responsibilities Identify data useful for building and backtesting proposed FX trading strategies then build pipelines to feed these datasets into our research and trading platforms. Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading FX based strategies. Develop FX based trading strategies and partner with the executions team to optimize execution of strategies, harmonizing with existing investments and asset classes. Partner with the risk team to establish monitoring and controls for FX specific risk exposures as well as risk allocation among our incumbent strategies. Build out and lead the FX Strategy Team to continually add, enhance and monitor FX alphas for the ongoing profitability and scale of the team’s strategies. Regularly present to senior management to collaborate and align quantitative FX research with overall trading and investment strategies. Requirements Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields. 5+ years of experience in researching and trading quantitative FX based strategies. Experience managing or leading a team of quant researchers. Strong quantitative skills. Proficiency in Python. Benefits Competitive salary, plus bonus based on individual and company performance. Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets. PPO Health, dental and vision insurance premiums fully covered for you and your dependents. Trexquant is an Equal Opportunity Employer

Stamford, CT, USA

Negotiable Salary

Quantitative Researcher - Alternative Data Strategist63499972838531122

Workable

Quantitative Researcher - Alternative Data Strategist

We are a global leader in quantitative statistical arbitrage, specializing in developing cutting-edge machine learning models and data-driven strategies to identify and exploit market inefficiencies. We leverage a wide array of data sources, including technical, fundamental, and alternative data sets, to inform our models and trading algorithms. We are assembling a cutting-edge Data Exploration Team to be at the forefront of uncovering groundbreaking datasets, discovering innovative data providers, and staying ahead of the curve with the latest data advancements. As part of our Data Exploration Team, you will help drive the evolution of our data-driven strategies, empowering the firm’s research, trading, and risk management teams to thrive in an increasingly competitive landscape. Your passion and expertise in emerging datasets, data architecture, management, and analytics will be instrumental in shaping the future of our firm’s data-driven decision-making. Working closely with the Director of Data Research, data scientists, quantitative researchers, and engineering teams, you will ensure that our data procurement not only supports but propels the firm's strategic goals. As a member of this forward-thinking team, you will work on alpha generation with innovative data and actively seek out and acquire novel datasets, engage with data providers, assess and prioritize data integration, and ensure that our data library is as rich and diverse as the opportunities it uncovers. Responsibilities Proactively scout and identify emerging datasets, alternative data sources, and innovative data providers across various industries to fuel the firm's quantitative strategies. Engage with a wide range of data providers, from traditional market data vendors to niche and non-traditional data sources (e.g., satellite imagery, web scraping, sentiment analysis), evaluating their potential to enhance the firm’s research and trading strategies. Collaborate closely with data scientists to communicate the value and limitations of sourced data, ensuring it could provide a competitive edge in the market and aligns with model needs and strategic goals. Coordinate the initial integration of new data sources into the firm’s research infrastructure, working with data engineers and scientists to ensure smooth onboarding and data readiness for deeper analysis. Continuously monitor the data landscape for emerging trends, new data sources, and technological advancements that could impact the firm’s competitive positioning. Participate in industry conferences, webinars, and other events to stay informed about the latest developments in data acquisition and alternative data trends Requirements Bachelor’s or Master’s degree in Data Science, Computer Science, Engineering, Quantitative Finance, Mathematics, or related field (PhD is a plus). 3+ years of experience in data strategy, engineering, or science, preferably within quantitative finance. Proven expertise in the utility and management of large datasets (technical, fundamental, and alternative data) and processing requirements for integrating them into machine learning and statistical models. Proficiency in Python coding and experience in working with alternative data Familiarity with financial market data feeds, real-time data processing, and data architecture. Benefits Competitive salary, plus bonus based on individual and company performance. Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets. PPO Health, dental and vision insurance premiums fully covered for you and your dependents. Pre-Tax Commuter Benefits – making your commute smoother. Trexquant is an Equal Opportunity Employer

Stamford, CT, USA

Negotiable Salary

Head of Options Quantitative Strategies (USA)63499798373891123

Workable

Head of Options Quantitative Strategies (USA)

We are looking for an experienced Options trading specialist to develop quantitative strategies and build out an Options Quantitative Strategy Team. In this role, you will be responsible for developing strategies and building out a team of quantitative researchers for researching, implementing, and trading profitable option and volatility based strategies within our core product. Your work will integrate options into our proven quantitative processes, and expand our tradable universe, profitability, and competitive edge. Responsibilities Lead a team of researchers in researching, implementing, and trading profitable volatility and options based quantitative strategies. Identify data useful for building and backtesting proposed volatility and options trading strategies then build pipelines to feed these datasets into our research and trading platforms. Collaborate with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading options and volatility based strategies. Develop options and volatility based trading strategies and partner with the executions team to optimize execution of options based strategies, harmonizing with existing investments and asset classes. Partner with the risk team to establish monitoring and controls for option specific risk exposures as well as risk allocation among our incumbent strategies. Lead the Options Quantitative Strategy Team to continually add, enhance and monitor Option and Volatility alphas for the ongoing profitability and scale of the team’s strategies. Regularly present to senior management to collaborate and align quantitative option research with overall trading and investment strategies. Requirements 5+ years of experience in researching and trading quantitative options and volatility based strategies. Experience managing or leading a team of quant researchers. Strong quantitative skills. Proficiency in Python. Benefits Competitive salary, plus bonus based on individual and company performance. Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets. PPO Health, dental and vision insurance premiums fully covered for you and your dependents. Trexquant is an Equal Opportunity Employer

Stamford, CT, USA

Negotiable Salary

Head of Global Alpha Researcher (USA)63499969621123124

Workable

Head of Global Alpha Researcher (USA)

Trexquant developed the Global Alpha Researcher Program (GAR) in 2015 with a mission to provide a platform for highly academically-talented and high achieving individuals who may not have traditional finance backgrounds but are interested in applying their skills in quantitative finance. Since inception, the GAR program has contracted more than 200 individuals and many of GARs have converted to full-time employment at Trexquant. We are seeking a Head of Global Alpha Researchers to lead and expand the GAR program. In this role you will be responsible for leading our GAR alpha research initiatives, fostering a collaborative environment for participants across multiple regions and defining the roadmap to further grow the program. The ideal candidate will have a strong background in quantitative research, excellent leadership skills, and a passion for mentoring emerging talent. Responsibilities Lead and mentor Global Alpha Researchers in developing Alpha Strategies Develop and execute the strategic vision for the GAR program, ensuring alignment with the company's goals and objectives. Oversee the implementation of research projects and ensure the program’s curriculum are cutting-edge to the evolving landscape of quantitative finance Attract, recruit and retain high-caliber researchers Provide mentorship and professional development to support the GARs growth and integration to the finance industry Supervise and review research outputs, ensuring high standards of quality and innovation. Facilitate collaboration among GARs and proliferate GARs integration into Trexquant through the efficacy of their research and potential full-time employment. Present strategic vision of the GAR program, assessment of individual GARs, and GAR program milestones, to Trexquant management. Requirements Bachelor’s, Master’s and or PhD degree in Math, Engineering, Statistical Modeling Computers Science or other related STEM field Proven experience in quantitative finance, algorithmic trading, or a related field Demonstrate the ability to inspire and motivate researchers Strong analytical and problem-solving skills with a track record of developing successful Alpha Strategies Proficiency in Python programming and experience with machine learning techniques and data analysis tools Creative and forward thinking mindset with a commitment to drive research excellence and fostering an environment collaboration and innovation Previous leadership or managerial experience is a plus Benefits Competitive salary, plus bonus based on individual and company performance Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets PPO Health, dental and vision insurance premiums fully covered for you and your dependents Trexquant is an Equal Opportunity Employer

Stamford, CT, USA

Negotiable Salary