Sr Quant/ Business Analyst NYC

Imported from previous forum

This position is a mixture of different roles. The candidate should have experience writing trading algorithms in hedge, mutual, or pension funds. Work on post trade and/or pretrade analytics. Should understand/explain how to calculate VWAP, calculating a time weighted average bid price and size. A good understanding of FIX.

Required Skills:
Should know that various venues exist and individual securities trade on various combinations of them: NYSE, AMEX, Nasdaq, ECNs. C++ or C# programmer exp(possibly Java) knowledge of order types: market, limit. Knowledge of specialists and market makers. Knowledge of ECN order types: Pegging and discretion is a big plus. Should also know the meaning of bid, ask, last, level II

The salary will depend upon the level of experience. The base could be anywhere from 115k to 150k. Please send your resume to michael@verticalsearchpartners.com

Michael MacAniff
Managing Director
Vertical Search Partners
verticalsearchpartners.com