Specific Duties and Responsibilities:
· Develop and maintain Trading Analytics dashboards and related processes
· Develop and maintain web servers (backend data services) serving various reports for Fixed Income (Rates and Credit), FX Analytics, Options TCA, Market Impact Monitors, etc.
· Support manual and automated Transaction Cost Analysis (TCA) processes
· Conduct data analysis and exploration of daily trading data from various sources
· Ensure data quality through outlier/anomaly detection and other techniques
· Support other daily data production process
· EVO Analytics (AQR’s proprietary trading algorithm) daily support
1. Has intermediate to advance SQL and Python (esp. Pandas) skills.
2. Excellent command of the English language – oral and written
3. Highly motivated, self-starter and able to work independently
4. Keen attention to details, has organization skills, and ability to prioritize multiple tasks
5. Basic knowledge in Finance and/or Statistics is a big plus (not required).