Quantitative Researcher - Execution (USA)

Responsibilities

• Optimize daily execution of multi-billion notionals across equities, futures, and expanding list of asset classes
• Develop tools to continuously analyze execution data across various trading instruments
• Manage and update trading cost and market impact models across all our asset classes
• Extract actionable insights from recent execution performance along with years of history
• Develop hypotheses and design studies to further improve our trading; present results to senior researchers
• Work with brokers to implement new execution strategies to further improve transaction costs and fill rates
• Work with our Operations team to ensure best execution services provided by brokers

Requirements

• Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields
• 3+ years of experience working in an electronic execution role within quantitative trading company
• Strong quantitative skills, detail oriented, and proficiency in Python programming

Benefits

• Competitive salary, plus bonus based on individual and company performance
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents

Schedule

• The position is classified as overtime-exempt

Pay

• The base salary for this role is $130,000 to $200,000, and will be determined based on the candidate's educational background and professional experience.