2 years of experience must include: Quantitative analysis using Linear Regression, Time Series Analysis, Segmentation, Decision Tree, Monte-Carlo, Data Structures, and Dynamic Programming; Python, R, C, or MATLAB for trade analytics, back-testing, and automation; KDB and SQL for querying large datasets; Conducting statistical market trend analysis and comprehending real-time and historical data feeds, including market microstructure, demand/supply imbalances and positioning; Portfolio mathematics, including correlation matrices, linear algebra, and risk decomposition; Statistical analysis of market impact models to estimate and minimize transaction costs in trades; Selecting, configuring, and monitoring algorithms in real-time based on market conditions, focusing on constructing, pricing, executing, and hedging baskets of assets simultaneously along with risk exposure and P&L monitoring; Portfolio crossing and internal/external crossing networks; Order Management and multi-channel Execution Management Systems; and Communicating with external and internal clients. Requirements: Requires a Bachelor's degree or foreign equivalent in Applied Mathematics, Statistics or related quantitative field and 2 years of experience as a Trader, Quantitative Analyst, Trading Analysis Program Analyst or related position developing quantitative financial models and investment strategies for a global financial services institution.