
Global Markets – Agency Algorithmic Trading – Quantitative Analyst
Job Description
• Develop and maintain quantitative frameworks that influence algorithmic trading behaviour, including market specific configuration and analytics logic.
• Enhance analytics pipelines used for algorithm monitoring and performance analysis, including helping drive data availability and re processing requirements with relevant data teams.
• Perform execution performance analysis and transaction cost analysis (TCA) for internal and client facing reviews.
• Analyse execution behaviour across market conditions, arrival times, and execution styles, translating results into clear, actionable insights, client specific and broader platform / algo improvements and internalization.
• Support methodology discussions and follow up analysis related to analytics outputs and benchmarks as well as providing market microstructure based insights.
• Partner with Trading, Product, Technology, and Control teams to ensure analytics outputs align with platform behaviour and business requirements.