Top tier asset management company seeks experienced Quantitative Trader for equities buy side desk.  On a daily basis the candidate will lead the quantitative effort to optimize execution flow, measure broker and trader performance, develop new or adopt existing Transaction Cost models for European markets, develop and integrate alpha-signals for execution strategies as well as other responsibilities. Candidate should have an advanced degree in a hard science and at least 3 years of experience in a quantitative research role within the finance industry.  Candidate should have exposure to FX markets and high frequency FX trading.  Experience with equities prop or agency trading, prop strategies research, market microstructure research or design and implementation of high frequency algorithmic trading engines required. Occasional travel.  NYC location.  Excellent compensation. 

For consideration please submit your resume in Word format to Ian@comprehensiverecruiting.com and reference MLG660