Execution Researcher

Company: Voloridge Investment Management
Location: Jupiter
Posted on: July 1, 2020

Job Description:

We are seeking an enthusiastic, self-motivated Execution Researcher that will build, productionalize and maintain the data pipeline needed to analyze transaction costs associated with trade execution. The Execution Researcher will join our team and work collaboratively with top data scientists, traders and quant analysts to provide valuable analytics on the effect of transaction costs and research on minimizing them. JOB RESPONSIBILITIES * Collect, clean, transform and maintain large datasets (raw data) * Build pipeline necessary to analyze quote and trade data utilizing cloud infrastructure (productionalize data flows) * Build and work with tools needed to analyze transaction data (analyze data) * Develop and maintain TCA reports for executives and other internal customers (present analysis) * Communicate research results using written, verbal and visual tools to deliver a clear and insightful presentation * Collaborate with the research, trading, data, and software development teams MINIMUM REQUIREMENTS * Bachelor's Degree or Higher (preferably in a technical field such as mathematics, statistics, science or engineering) * Minimum of three years of experience where writing production-level, scalable code was most important * Must demonstrate exceptional aptitude in Programming, preferably in Python and SQL * Ability to work with cloud infrastructure, such as AWS, from within a Windows or Linux environment * Creative thinker and self-learner, able to demonstrate extraordinary critical thinking and analytical skills * Excellent communication and collaboration skills with obsessive attention to details * Drive and humility to deliver on high value projects and roll up your sleeves attitude * The ability to work daily, onsite in our Jupiter, FL office PREFERRED SKILLS AND PREVIOUS EXPERIENCE * Experience and knowledge of Transaction Cost Analysis and/or Market Microstructure * Ability to document and annotate your code * Experience working with GIT * Advanced degree in a quantitative/engineering field a plus * Outstanding achievements such as Math Competitions, Kaggle - Grandmaster/Master, exceptional scores on SAT/GRE/LSAT, Chess Grandmaster, etc. * World-class analytical skills and the ability to clearly articulate the approach, process and results * Previous experience in contribution to open source development COMPENSATION AND BENEFITS * Highly competitive base salary + substantial profit-sharing bonus * Health, dental, vision, life, disability insurance * 401K retirement plan, $1 for $1 match up to 4% of compensation No Licenses Required ADDITIONAL INFORMATION Voloridge Investment Management is an SEC registered investment advisor. A private investment company founded in 2009, our mission is to deliver superior risk-adjusted returns for qualified investors, using advanced proprietary modeling technology, conservative investment tactics and sophisticated risk management. Our market neutral equities strategy takes both long and short positions in the most actively traded equities and is designed to capture alpha while limiting exposure to directional markets risks. Our futures strategy takes both long and short positions in the most actively traded global futures and is also built to maximize alpha captured across all futures markets traded while capping exposure to any particular sector at a given time. Voloridge Investment Management is an Equal Opportunity Employer. All qualified applicants are encouraged to apply and will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status, or any other legally protected characteristic or status.

Keywords: Voloridge Investment Management, The Hammocks , Execution Researcher, Other , Jupiter, Florida