Director, Systematic Trading Quant

About This Role

This role is for an equity market professional to merge systematic trading and analytics products, creating a platform for Fidelity Capital Markets clients. The focus is on evolving equity offerings towards an integrated platform vision and improving product offerings.

Responsibilities

• Improving trading algorithms (VWAP, LSA, IS, Dark, etc.) to achieve best execution for clients
• Building and deploying machine learning models through production cycle
• Conducting performance review, continually validating models in production, examining A/B test results, and proposing new strategies to improve performance of algorithms
• Staying on top of market structure and deriving ways to optimize the use of new liquidity sources
• Creating tools, prototypes and simulation engines to streamline processes and test new ideas
• Working closely with business, trading consultants, product and technology teams to improve product offering

Requirements

• Master’s or Ph.D. degree in Engineering, Computer Science, Applied Mathematics or other relevant quantitative discipline
• Three year experience in systematic trading and Transaction Cost Analysis (TCA)
• Ability to analyze vast amount of data and optimize outcomes of a complex trading system
• In-depth data science, machine learning and analytical knowledge
• Mastery of artificial intelligence to conduct transaction cost and other quant analyses
• Knowledge of US Equity market, trading algorithms and market microstructure
• Technical knowledge in Python, KDB/Q, Snowflake and MCP

Qualifications

• Master’s or Ph.D. degree in Engineering, Computer Science, Applied Mathematics or other relevant quantitative discipline
• Three years experience in systematic trading and Transaction Cost Analysis (TCA)

Nice to Have

• Experience with coaching large language model for quantitative analysis

Skills

* Required skills

Benefits