Quantitative Researcher, Trading Research
Core
Research and develop in-house trading strategies for discretionary and quantitative traders, focusing on market microstructure and trade execution optimization.
Role type
Quantitative Researcher (Trading Research)
Builds
In-house trading strategies, predictive models for trade execution
Domain
Financial Markets / Quantitative Trading
Deliverable
production ML models
Required skills
Python, C++, statistical modeling, market microstructure analysis, linear and non-linear techniques, market impact understanding
Preferred skills
AWS, macro products (FX, bonds)
Responsibilities
Develop predictive models to optimize trade execution and minimize transaction costs; Conduct quantitative research on market microstructure to identify anomalies; Collaborate with portfolio managers and researchers to implement trading solutions; Report on changes in market microstructure
Seniority
Mid-level, hands-on IC