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Senior Quant/Algo Execution Strategist

MS or PhD in computer science, quantitative finance, or other quantitative fields with a strong foundation in statistics and programming
Understanding of market microstructure for at least one asset class: equities, futures, or FX
Prior experience implementing execution algorithms or high-frequency trading strategies
Excellent communication skills and ability to articulate ideas and work to colleagues and clients
Strong working knowledge of trading systems including FIX and other market data protocols
Strong programming experience in C++ or Java to use a trading API framework to implement robust execution algorithms
Strong preference for demonstrated proficiency in R or Python
Strong command of the foundations of applied statistics and time series modeling
Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
Ability to investigate, understand, and communicate anomalies in data
Highly motivated, willing to take ownership of his/her work
Collaborative mindset with strong independent research abilities