Quantitative Researcher – Market Impact Modeling
Core
Research, improve, and implement market-impact models across equities and other asset classes to optimize trading and execution approaches.
Role type
Quantitative Researcher (Market Impact Modeling)
Builds
Market-impact models and analytics frameworks for portfolio construction
Domain
Alternative Investment / Quantitative Finance
Deliverable
production ML models
Required skills
Causal inference, Data bias analysis, Model calibration, Python, kdb+/q, Econometrics, Financial Engineering, Statistics, Market microstructure
Preferred skills
Academic research experience, Quantitative trading experience
Technologies
Python, kdb+/q
Responsibilities
Estimate market impact using real-world data, Develop and enhance research and analytics frameworks, Partner with trading and engineering stakeholders, Communicate research findings and assumptions
