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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 |
Who we are looking forYou will join a team of quantitative researchers who are responsible for the R&D of real-time market tick data, pre- and post-trade transaction cost analytics covering three asset classes: FX, Fixed Income and Equities. We employ quantitative methods rangingfrom novel machine learning to more traditional statistical methods. This Developer role offers you the opportunity to learn from world leading quant in the Intraday space. Due to the role requirements this job needs to be performed primarily in the office ( 20 Churchill Pl, Canary Wharf, London E14 5HJ ) with some flex work opportunities available. Why this role is important to usThe team you will be joining is a part of State Street Global Markets (SSGM). When owners and managers of institutional assets need research, trading, securities lending and innovative portfolio strategies, they turn to SSGM business unit. As our investmentresearch and trading arm, SSGMs number one goal is to enhance and preserve our clients portfolio values by applying technology, optimizing trading, and linking asset classes and markets across the world. Join us if making your mark in the capital markets industry from day one is a challenge you are up for. What you will be responsible forAs Quantitative Researcher VP, you will