Quantitative Researcher (Trading & Execution)
ΠΡΡΡ & Π‘ΠΎΠΏΡΠΎΠ²ΠΎΠ΄
ΠΠ»Ρ ΠΌΡΡΡΠ° Ρ ΡΡΠΎΠΉ Π²Π°ΠΊΠ°Π½ΡΠΈΠ΅ΠΉ Π½ΡΠΆΠ΅Π½ Plus
ΠΠΏΠΈΡΠ°Π½ΠΈΠ΅ Π²Π°ΠΊΠ°Π½ΡΠΈΠΈ
TL;DR
Quantitative Researcher (Fintech): Developing and optimizing systematic execution strategies and electronic trading algorithms with an accent on market microstructure, micro-pricing, and quantitative modeling. Focus on building analytics tools, estimating execution performance, and calibrating market impact models to enhance trading cost efficiency.
Location: New York, New York, United States
Salary: $175,000β$250,000
Company
is a global multi-manager hedge fund that invests across diverse strategies including Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income.
What you will do
- Develop and calibrate market impact models for real-time trading systems and simulations.
- Measure and monitor systematic execution performance to reduce trading costs through rigorous experimentation.
- Maintain strategy routing tables to probabilistically direct flow across brokers and algorithms.
- Collaborate with portfolio managers, traders, and technologists to research and refine electronic trading solutions.
- Establish frameworks for normalizing datasets required for execution analytics.
- Provide technical expertise on order scheduling, routing, slicing, and venue selection.
Requirements
- PhD or master's degree in mathematics, statistics, computer science, or financial engineering.
- Minimum of 3 years of experience in execution research and algorithmic trading.
- Strong expertise in modeling, statistics, probability, and optimization.
- Solid programming skills including Linux, KDB/Q, and Python.
- Deep understanding of equities trading, market microstructure, and micro-pricing.
- Excellent analytical and communication skills with the ability to manage multiple tasks in a fast-paced environment.
Nice to have
- Experience with optimization, machine learning, and data visualization.
- Prior experience in trading signals and alpha research.
- Ability to identify and implement system improvements independently.
Culture & Benefits
- Collaborative and teamwork-oriented environment that encourages idea sharing at all levels.
- Commitment to ongoing learning and educational development.
- Empowering culture that values innovation and ambitious goals.
- Inclusion initiatives and community-focused service programs.
- Competitive benefits package and performance-based bonus eligibility.
ΠΡΠ΄ΡΡΠ΅ ΠΎΡΡΠΎΡΠΎΠΆΠ½Ρ: Π΅ΡΠ»ΠΈ ΡΠ°Π±ΠΎΡΠΎΠ΄Π°ΡΠ΅Π»Ρ ΠΏΡΠΎΡΠΈΡ Π²ΠΎΠΉΡΠΈ Π² ΠΈΡ ΡΠΈΡΡΠ΅ΠΌΡ, ΠΈΡΠΏΠΎΠ»ΡΠ·ΡΡ iCloud/Google, ΠΏΡΠΈΡΠ»Π°ΡΡ ΠΊΠΎΠ΄/ΠΏΠ°ΡΠΎΠ»Ρ, Π·Π°ΠΏΡΡΡΠΈΡΡ ΠΊΠΎΠ΄/ΠΠ, Π½Π΅ Π΄Π΅Π»Π°ΠΉΡΠ΅ ΡΡΠΎΠ³ΠΎ - ΡΡΠΎ ΠΌΠΎΡΠ΅Π½Π½ΠΈΠΊΠΈ. ΠΠ±ΡΠ·Π°ΡΠ΅Π»ΡΠ½ΠΎ ΠΆΠΌΠΈΡΠ΅ "ΠΠΎΠΆΠ°Π»ΠΎΠ²Π°ΡΡΡΡ" ΠΈΠ»ΠΈ ΠΏΠΈΡΠΈΡΠ΅ Π² ΠΏΠΎΠ΄Π΄Π΅ΡΠΆΠΊΡ. ΠΠΎΠ΄ΡΠΎΠ±Π½Π΅Π΅ Π² Π³Π°ΠΉΠ΄Π΅ β