Lead Execution Quant Researcher - Equities

About the role

The firm is seeking an Execution Quant Researcher to join their growing equities business. The role will be the first dedicated to execution-related research and will focus on identifying ways to customize execution and finding innovative solutions to enhance PnL.

Responsibilities

• Identify and analyze market microstructure and market impact models
• Work with high-frequency exchange data to develop and refine execution strategies
• Develop and implement advanced statistical models to optimize trading performance
• Write and maintain Python and/or C++ code to automate and streamline execution processes
• Collaborate with the team to share ideas and work autonomously
• Contribute to the execution research agenda and drive PnL enhancement

Requirements

• 6+ years of Execution QR experience in the cash equities space
• Deep understanding of market microstructure and market impact modeling
• Experience working with high-frequency exchange data
• Advanced statistical modeling skills
• Expert Python and/or C++ coding capabilities

Qualifications

• Advanced STEM degree