ITG, Inc.
Quantitative Analyst - Algorithmic Trading

ITG, Inc. invites applications for a Quantitative Analyst - Algorithmic Trading, for the New York City office, US region.

JOB DESCRIPTION: The Quantitative Analyst will work in a fast-paced, multi-task environment. The Quantitative Analysts role will analyze our algorithmic trading data and make recommendations for improving performance, apply econometric analysis to high frequency trade data; keep up with current trading and market microstructure developments; analyze client performance and make recommendations for improving trading strategy as part of our group's Execution Consulting effort; and assist managers, traders, and sales with requests for data and analytical assistance.

RESPONSIBILITIES:
- Participate in research relating to algorithmic trading products, liquidity management and market microstructure
- Assist in statistical analysis and econometric modeling for the Algorithmic Trading Group
- Analyze client performance and make recommendations in the context of our Execution Consulting efforts
- Maintenance and improvement of models underlying our existing trading algorithms
- Support the design of innovative algorithmic trading products

SKILLS/EXPERIENCE:
- 1-3 years of quantitative strategy development at sell-side algorithmic trading, hedge fund, asset management, or proprietary trading firm
- Quantitative and analytic skills and experience with data analysis and building forecasting models

TECHNICAL KNOWLEDGE/SKILLS:
- Strong communicators with a demonstrated interest in financial markets
- Experience with statistical analysis software, SQL, R and understanding of data models and databases preferred
- Experience in financial modeling
- Familiarity with econometric analysis, especially the models of market microstructure, is desired

EDUCATION/EXPERIENCE REQUIREMENTS:
- Advanced degree in Financial Engineering, Financial Mathematics, Statistics, Computer Science, Finance, Economics

APPLICATION PROCEDURE: Interested candidates should send resumes to: ITG_HR@itg.com