Quantitative Researcher - Monetization

Company: Globally leading market-making proprietary trading firm

Location: London, United Kingdom

Brief: The firm is a top-tier, technology-driven market-maker, renowned for leveraging data to deliver high-quality returns.

Responsibilities:

• Designing and continuously improving the decision logic for the monetization engine, utilizing utility function design, rules-based logic, and calibration of parameters with historical simulations and post-trade data.
• Collaborating with Engineering and other teams to identify and implement beneficial improvements to trading system infrastructure and monetization design, ensuring unbiased results.
• Integrating monetization considerations into the fit targets/responses used for predictive research, and initiating research on liquidity events/triggers that activate the decision logic.

Requirements:

• Technical degree such as statistics, computer science, or mathematics.
• Knowledge of European markets is an advantage.
• Ability to think quantitatively, code, implement ideas, exhibit commercial acumen, navigate systems, and build relationships.
• Experience working with global alphas and collaborating with individuals across the monetization organization.