Job
Core
Develop statistical models and analytics to improve pricing, liquidity, and execution quality in trading markets.
Role type
Quantitative Analyst (Market Microstructure & Execution)
Builds
Statistical models for price dynamics, volatility, and liquidity; execution quality analytics; research tools in Python and MQL5.
Domain
Financial Markets / Quantitative Research / Trading Infrastructure
Deliverable
production ML models
Required skills
Probability, statistics, linear algebra, Python (pandas, NumPy, SciPy), SQL, MetaTrader 5, MQL5, market microstructure, time series analysis, statistical modelling.
Preferred skills
Institutional FX/CFD liquidity, brokerage analytics, electronic market making, FIX protocol, transaction cost analysis, machine learning on financial data.
Responsibilities
Analyse tick data, quotes, orders, and executions to understand liquidity conditions; Develop execution quality analytics covering slippage, spreads, fill rates, and latency; Evaluate liquidity provider performance; Research improvements to pricing, liquidity aggregation, and order routing; Build statistical models to assess short-term price dynamics and volatility; Analyse trading flows and exposures to support risk monitoring; Design reproducible experiments and validate findings through historical analysis and live evaluation; Develop research tools in Python and MQL5.
Seniority
Mid-Senior, hands-on IC
