Quantitative Researcher – Execution
You’ll use Python (C++/Rust a plus) for market-impact research, transaction-cost analysis, causal inference, and execution strategy. The team builds predictive models, runs A/B experiments, and produces analytics, simulations, and dashboards that traders and PMs use daily at a systematic fund developing its mid-frequency platform.
Free Tailor for ATS: 10/10 runs left
Our client, a leading systematic fund are hiring an execution quant as they develop their mid - frequency platform.
You'll work across market impact research, transaction cost analysis, causal inference, and execution strategy, turning rigorous quantitative work into real trading improvements.
What you'll do:
Research execution costs, market impact, and fill quality across global markets
Build predictive models that explain and improve execution outcomes
Design and run A/B experiments to identify genuine performance gains
Apply causal inference and optimization techniques to execution problems
Develop analytics, simulations, and dashboards that traders and PMs use daily
Partner with engineers and traders to move research prototypes into production
What we're looking for:
Advanced degree (Masters/PhD preferred) in mathematics, statistics, computer science, physics, operations research, or related quantitative field
2–5+ years in quantitative research—ideally execution research, market microstructure, or financial data analysis
Strong Python skills; C++/Rust a plus
Deep knowledge of statistics, time-series analysis, experiment design, machine learning, and financial markets
Experience with large financial datasets and familiarity with market microstructure
Ability to communicate complex quantitative results clearly to non-quants
For more information, please apply below or contact our Director, Tom, on tom@qenexus.com