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