FREE ACCESS
5,000–10,000 jobs/day
See all jobs on Scoutfield
Search thousands of fresh jobs every day.
Discover
- Fresh listings
- Fast filters
- No subscription required
Create a free account and start exploring right away.
Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates expertise in developing and optimizing equity execution algorithms, with a strong foundation in statistical modeling and machine learning. Proven ability to lead research initiatives and collaborate across teams while ensuring regulatory compliance and delivering production-quality systems.
Highest-signal resume keywords
Equity Market Microstructure ExpertiseAlgorithm Development in Python or RStatistical Modeling and Machine LearningRegulatory Compliance Knowledge (MiFID II, Reg NMS)Leadership and Stakeholder Management
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills
Algorithm DevelopmentStatistical ModelingMachine Learning ApplicationsSmart Order RoutingHigh-Frequency Trading StrategiesStochastic CalculusProduction Trading AlgorithmsLow-Latency ComputingNumerical LibrariesOptimization Frameworks
Soft Skills
LeadershipCommunicationStakeholder ManagementMentoringTechnical Guidance
Tools & Technologies
PythonRJavaQ/KDBC++Time-Series DatabasesDistributed SystemsConcurrent Programming
Industry Keywords
Equity TradingExecution StrategiesMarket MakingLiquidity SeekingBacktesting FrameworksPerformance AnalyticsRegulatory ComplianceBest ExecutionOrder Book DynamicsFragmented Markets
Tech Stack
Tools & technologiesDistributed SystemsJavaPythonC++
About the role
Key responsibilities & impact- Lead research, design, and implementation of next-generation equity execution algorithms for global markets
- Research, design, implement, and maintain equity trading algorithms, including smart order routing and high-frequency strategies
- Develop and optimize low-latency, high-throughput algorithms for best execution and smart order routing
- Apply advanced statistical modelling and machine learning to develop signals, market impact models, and optimal trading schedules
- Lead research initiatives on equity market microstructure, order book dynamics, and venue behaviour
- Optimize venue selection, queue priority, and dark/lit routing across fragmented markets
- Build and maintain backtesting frameworks and performance analytics tools
- Design production-quality systems focused on modularity, scalability, and resilience
- Drive continuous improvement of execution quality and algorithm performance
- Collaborate with traders, risk, product, sales, and technology teams on new product development
- Manage client-specific customizations and respond to complex analytics requests
- Mentor junior team members and provide technical guidance
- Ensure regulatory compliance and partner with Risk, Legal, Compliance, and Audit teams
- Lead product development initiatives from concept to production deployment
Requirements
What you’ll need- Advanced degree (MS/PhD) in Computer Science, Financial Engineering, Mathematics, Statistics, Physics, or related field
- 5+ years in trading or real-time algorithm development in a financial institution
- At least 3 years in R&D of agency execution algorithms, smart order routing, liquidity seeking, market making, or high-frequency strategies
- Deep expertise in equity market microstructure, order book dynamics, and execution strategies
- Strong knowledge of stochastic calculus and statistical modelling
- Strong programming skills in Python or R; Java desirable
- Experience with numerical libraries and optimization frameworks
- Proven track record of developing and deploying production trading algorithms
- Experience with machine learning applications in trading
- Strong understanding of regulatory requirements and compliance frameworks (MiFID II, Reg NMS, best execution)
- Excellent leadership, communication, and stakeholder management skills
- Ability to translate business requirements into technical solutions
- Q/KDB or time-series databases desirable
- Low-latency, high-performance computing experience preferred
- Experience with C++ for performance-critical components preferred
- Knowledge of distributed systems and concurrent programming preferred
- Publications or patents in algorithmic trading or market microstructure preferred
- Must satisfy applicable UK right-to-work requirements; overseas workers may require a Tier 2 Skilled Worker visa
Benefits
Comp & perks- Equal opportunity employer committed to diversity and inclusion
- Inclusive environment for all employees
- Reasonable adjustments and assistance for disabilities or long-term health conditions
