Associate - Data Analysis Institutional Brokerage Investment Services

Key Areas of Responsibilities

• Sourcing processing and aggregating tick data order data and execution data from various sources (Bloomberg Reuters OneTick internal databases vendors etc.)
• managing large datasets (currently organized as flat files and data objects)
• data processing and data mining to drive publications and execution analysis for clients
• building organizing maintaining and enhancing the groups infrastructure in R
• producing graphics and interactive exhibits using ggplot and Quarto in R
• generating periodic and adhoc publications for sales traders and clients
• providing consultancy services to internal and external clients
• actively contributing to the brand and the groups publications on market microstructure index events and optimal execution

Requirements

• Strong programming skills with demonstrable experience in (or ability to learn) R or Python
• Ability to work with large datasets involving millions of observations
• Basic knowledge of SQL or a similar query language
• Strong oral and written communication skills for client interaction
• Statistical modelling skills
• Ability to organize data in simple databases
• Advanced knowledge of Excel and shell scripting
• Working knowledge of finance and equities trading
• Engineering degree and 5 years of professional experience in equity quantitative analysis or big data analysis with handson experience in R or Python

Data Mining,Data Processing,tick data,order data,Datasets,Python,R Foundation for Statistical Computing,Shell Scripting,Quantitative Analytics,Quantitative Analysis,ggplot,Quarto,SQL