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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
About BestX BestX is a leading provider of Transaction Cost Analytics covering FX, Fixed Income and equities. The company was founded in 2016 by leading FX professionals from Morgan Stanley. As a successful start-up, BestX was acquired by State Streetin 2018 and have become a high-performing team within State Street. The Team You will join a team of intelligent quantitative researchers who are responsible for the R&D of realtime market tick data, pre- and post-trade transaction cost analytics coveringthree asset classes: FX, Fixed Income and equities. We employ quantitative methods ranging from novel machine learning to more traditional statistical methods. The ideal candidate will be involved in a number of research areas: Market Microstructure, e.g.,development of market impact model for single and algorithmic trades Predictive modelling of market variables (e.g., volatility, liquidity, momentum) for pre-trade analysis What we are looking for: A deep understanding of statistics and/or machine learningand an ability to apply to real world problems Proficiency in a high-level programming language such as Julia or Python Experience of handling large data sets Understanding of market microstructure such as order book dynamics, execution strategies and priceimpact