VP, Quantitative Research Analyst - Multi-Asset Liquidity & Execution Performance
Core
Lead cross-asset quantitative research on liquidity modelling and execution performance measurement for a sovereign wealth fund's global portfolios.
Role type
VP, Quantitative Research Analyst (Multi-Asset Liquidity & Execution)
Builds
Structural liquidity models, execution performance measurement frameworks, and proprietary execution analytics platform capabilities.
Domain
Asset Management / Quantitative Finance / Market Microstructure
Deliverable
production ML models
Required skills
Liquidity and market impact modelling, Execution performance measurement (TCA), Python, SQL, Cross-asset research frameworks, Problem scoping, Stakeholder advisory
Preferred skills
Mentoring junior researchers, External representation to dealers and vendors
Technologies
Python, SQL
Responsibilities
Build and extend structural liquidity and capacity models; Advance execution performance measurement and attribution methodologies; Connect research agenda across different asset classes; Advise traders and investment teams on live execution decisions; Guide the roadmap for the proprietary execution analytics platform; Strengthen research quality by reviewing code and methodology.
Seniority
VP, Strategy & Hands-on IC
