Quantitative Execution Researcher

About the role

Develop, assess, and manage equity execution models, transaction cost models, and order-routing strategies, including research into execution signals and model factors. Build and maintain quantitative tools and processes, evaluate results, collaborate with trading, technology, and model validation teams, and present research findings. Requires a graduate degree in computational finance or financial engineering and at least one year of related US equity quantitative research or trading experience at a financial services firm. Candidates should have strong programming skills in Python, SQL, and kdb+/q, familiarity with US equity market structure, and the ability to develop commercially viable, computationally efficient models.