VP, Quantitative Researcher (Multi-Asset Liquidity & Execution Performance)

About the role

Lead cross-asset research on liquidity and capacity modeling, execution performance measurement, and attribution, setting a research roadmap and ensuring findings improve execution decisions. Advise traders and investment teams on live execution and liquidity events, develop analytics for the proprietary platform, and strengthen research quality through collaboration, review, and external representation. Candidates need professional experience in quantitative research or markets, deep expertise in at least one of equities, futures, FX, rates, or credit, and familiarity with the others. They should bring expertise in liquidity and market-impact modeling, transaction cost analysis, market data, and practical research application, along with strong Python and SQL skills and the ability to lead research and communicate findings.