Execution Quant: Market Microstructure & Production Impact

Qenexus; England; On-site; GBP 90,000 - 150,000; Full time

Job summary

Qenexus is hiring an execution quant to join our team developing a mid-frequency trading platform. You will research execution costs and market impact, build predictive models, and run experiments to drive tangible trading improvements.

You should have 2–5+ years in quantitative research, advanced degrees, and strong Python skills; C++/Rust are a plus. You will collaborate with engineers and traders to move research into production and apply modern analytics to real markets.

Qualifications

• Advanced degree in mathematics, statistics, CS, physics, OR or related quantitative field.
• 2–5+ years in quantitative research—ideally execution research or market microstructure.
• Strong Python skills; C++/Rust a plus.
• Deep knowledge of statistics, time-series analysis, experiment design, ML, and financial markets.
• Experience with large financial datasets and familiarity with market microstructure.
• Ability to communicate complex quantitative results clearly to non-quants.

Responsibilities

• Research execution costs, market impact, and fill quality across global markets.
• Build predictive models that explain and improve execution outcomes.
• Design and run A/B experiments to identify genuine performance gains.
• Apply causal inference and optimization techniques to execution problems.
• Develop analytics, simulations, and dashboards that traders and PMs use daily.
• Partner with engineers and traders to move research prototypes into production.

Skills

Python

C++/Rust

Statistics

Time-series analysis

Experiment design

Machine learning

Financial markets

Communication

Education

Masters/PhD in quantitative field

Job description

Qenexus is hiring an execution quant to join our team developing a mid-frequency trading platform. You will research execution costs and market impact, build predictive models, and run experiments to drive tangible trading improvements.

You should have 2–5+ years in quantitative research, advanced degrees, and strong Python skills; C++/Rust are a plus. You will collaborate with engineers and traders to move research into production and apply modern analytics to real markets.