Quantitative Analyst
Core
Develop statistical models and analytics to improve pricing, liquidity, and execution quality for trading platforms.
Role type
Quantitative Analyst (Market Microstructure & Execution)
Builds
Statistical models for price dynamics, volatility, and execution costs; analytics for liquidity and slippage.
Domain
Financial Markets / Market Microstructure / Execution Technology
Deliverable
production ML models
Required skills
Python (pandas, NumPy, SciPy), SQL, Statistical Modeling, Time Series Analysis, Market Microstructure, MQL5, MetaTrader 5
Preferred skills
Machine Learning, FIX Protocol, Transaction Cost Analysis, Liquidity Aggregation
Responsibilities
Analyse tick data and trading flows to understand liquidity conditions; Develop execution quality analytics covering slippage and latency; Build statistical models to assess short-term price dynamics; Design reproducible experiments and validate findings through historical analysis; Develop research tools in Python and MQL5.
Seniority
Mid-Senior, hands-on IC
