Quantitative Researcher - Market Impact Modeling
Core
Research, improve, and implement market-impact models across equities and other asset classes to optimize trading and execution approach.
Role type
Quantitative Researcher (Market Impact Modeling)
Builds
Internal liquidity solutions for Portfolio Managers
Domain
Alternative Investment / Financial Markets
Deliverable
production ML models
Required skills
Market-impact modeling, Causal inference, Data bias analysis, Model calibration, Python, kdb+/q
Preferred skills
Academic research in market microstructure, Experience with real-world datasets
Technologies
Python, kdb+/q
Responsibilities
Estimate market impact using real-world data, Develop and enhance research and analytics frameworks, Partner with trading and engineering to integrate models
Seniority
Mid-Senior, hands-on IC
