Execution Research Lead (Crypto)

TL;DR

Execution Research Lead (Crypto): Create and enhance execution strategies aimed at capitalising on new alpha signals over various time frames from seconds to hours, with an accent on slippage minimisation, market impact modeling, and backtesting validation. Focus on optimising order placement techniques, developing comprehensive market impact models for portfolio optimisation, and collaborating on trading strategies using internal data.

London

Up to £170k base + Bonus

Company

A top Crypto Quant fund backed by TradFi.

What you will do

• Develop and enhance execution strategies to capitalise on new alpha signals across short to medium time frames.
• Optimise order placement and scheduling to minimise slippage during trades.
• Build market impact models and integrate them into the portfolio optimisation framework.
• Validate and improve backtesting engines using internal trading data.
• Collaborate with researchers on trading strategies and methodologies.

Requirements

• 2-8 years in Quant trading and Execution Research.
• Strong background in market microstructure analysis, transaction cost analysis (TCA), and simulator design.
• Proficient in Python.
• Advanced degree in a quantitative field (Computer Science, Mathematics, Physics).
• Familiarity with utility function design, rules-based logic for order execution, and multi-period optimization.

Nice to have

• C++ knowledge.
• Crypto trading experience.