Quantitative Researcher - Execution Modeling

About the role

Research and improve execution strategies, order scheduling, market impact models, trading simulators, and short-horizon signals to reduce trading costs and increase capacity. Analyze execution data and production experiments, then partner with modeling, portfolio management, and trading teams to deploy and monitor research in production. The role seeks a candidate with 5–15 years of experience in execution research, algorithmic trading, market-making, or high-frequency trading, plus deep knowledge of market microstructure and hands-on experience with impact modeling, transaction cost analysis, or execution simulation. Strong quantitative and programming skills, experience with large intraday datasets and machine learning, and the ability to own research through production deployment are expected; a PhD is a plus but not required.