Quantitative Researcher - Python, C++, Kd, Tca

Quantitative Researcher - Python, C++, KD, TCA

We are working with a leading investment firm in New York, looking for a Quantitative Researcher experienced in Algorithmic Trading.

About the Role:

This position is for a Quantitative Researcher within their Equity Quantitative Research (EQR) team. EQR combines fundamental investment approaches with quantitative rigor, optimizing various aspects of investment, risk management, portfolio construction, and trade execution. The team works collaboratively, with each member making meaningful contributions to the research agenda and direction, driving impactful results for the firm.

Responsibilities:

Designing high-frequency execution strategies.

Conducting research on market microstructure topics (transaction cost modeling, market impact modeling, venue routing, and order book dynamics) to enhance execution quality and quantify performance benefits.

Applying principles of statistics, econometrics, optimization, and numerical methods in a team environment closely integrating trading, quantitative research, and technology.

Working on projects involving large datasets that have a direct impact on global markets.

Collaborating with quantitative developers to implement research findings in the high-frequency execution stack.

Requirements:

Bachelor's, Master's, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, or a related field.

Strong mathematical and/or statistical modeling background.

Highly-relevant experience in researching portfolio construction, transaction cost analysis (TCA), market impact, and trading execution strategies in equities markets.

Expertise in equities market microstructure, along with familiarity with various trading venues and liquidity sources.

Proficiency in Python, C++, and experience with KD