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3 дня назад

Quantitative Researcher, Central Execution Desk

120 000 - 200 000$
Формат работы
hybrid
Тип работы
fulltime
Грейд
middle
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Quantitative Researcher, Central Execution Desk (Financial Markets): Building models, analytics, simulations, and decision systems to improve execution quality across global trading teams with an accent on market impact modeling, transaction cost analysis, causal inference, and optimization. Focus on designing execution experiments, evaluating brokers and venues, and developing production analytics for traders, portfolio managers, and engineers.

Location: New York; hybrid working opportunities

Salary: $120,000–$200,000 annual base salary, plus eligible discretionary bonus

Company

hirify.global is a quantitative trading firm that develops high-performance electronic trading infrastructure, systematic trading strategies, and research and business-support platforms.

What you will do

  • Research market impact, execution costs, slippage, fill quality, and related metrics across global markets.
  • Build models that explain and predict execution outcomes.
  • Design and analyze A/B experiments to identify improvements in execution quality.
  • Develop causal inference and optimization models for execution objectives and execution-risk constraints.
  • Research centralized inventory, liquidity, risk-transfer, crossing-style analytics, and execution algorithms.
  • Build research tools, simulations, dashboards, and reports, and partner with traders, portfolio managers, quant developers, and engineers to productionize analytics.

Requirements

  • Master’s or bachelor’s degree from a top-tier university in mathematics, statistics, computer science, financial engineering, physics, operations research, or a related quantitative field.
  • 2–5 years of quantitative research experience, ideally in execution research, market microstructure, or financial data modeling.
  • Strong knowledge of statistics, time-series analysis, experiment design, optimization, machine learning, and financial markets.
  • Experience working with large financial datasets and strong Python skills for research, data analysis, modeling, and simulation.
  • Good understanding of market microstructure and the ability to explain quantitative results clearly to traders, portfolio managers, and engineers.

Nice to have

  • PhD in a quantitative field.
  • Experience with C++ or Rust, convex optimization, causal inference, market impact models, or stochastic control.
  • Academic publications or comparable research writing.

Culture & Benefits

  • Generous paid time off policies.
  • Savings plans and financial wellness tools available in each region.
  • Free breakfast, lunch, and snacks daily.
  • In-office wellness experiences, wellness reimbursements, sports teams, and fitness events.
  • Volunteer opportunities, charitable giving, social events, and continuous learning workshops.
  • Collaborative, diverse workplace with minimal hierarchy and a focus on respectful teamwork.

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