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python market microstructure execution quality equity trading📋 Description
- Operate live high- to mid-frequency equity trading across APAC.
- Monitor intraday performance, risk, and execution quality in real time.
- Analyse fills, slippage, adverse selection, and market impact.
- Collaborate with quant researchers to turn ideas into production trading behaviour.
- Partner with engineers to diagnose issues, improve stability, and trading infrastructure.
- Contribute to post-trade analysis and strategy feedback.
- Ensure strategies stay within risk limits and respond to market changes.
🎯 Requirements
- Degree in a quantitative field such as Mathematics, Physics, CS, Engineering, or Econ.
- 3+ years in systematic equity trading with live trading exposure.
- Strong understanding of market microstructure, order books, and APAC execution.
- Experience analysing execution quality, market impact, and intraday drivers.
- Strong programming and data analysis skills (Python/C++ preferred).
- Ability to decide under pressure and manage multiple live priorities.
- Excellent communication and a collaborative, team-oriented mindset.
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