Execution Quant Researcher: Microstructure Optimizer

G-Research; City of Westminster; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading quantitative research firm is looking for a researcher in financial markets. The role focuses on using scientific techniques to optimize execution strategies, requiring strong coding abilities primarily in Python or C#. Candidates should have a passion for finance and possess a Masters or PhD in a quantitative discipline. Competitive pay, 35 days annual leave, and a dynamic work culture are key highlights of this role.

Benefits

Highly competitive compensation

Lunch provided

35 days' annual leave

9% company pension contributions

Comprehensive healthcare and life assurance

Monthly company events

Qualifications

• Strong coding skills, ideally in Python or C#.
• Understanding of market microstructure and low latency strategies.
• A strong interest in finance is required.

Responsibilities

• Develop and test ideas with real-world data.
• Optimize execution efficiency and analyse market structures.

Skills

Strong coding skills

Understanding of microstructure

Interest in finance

Education

Masters or PhD in a quantitative subject

Tools

Python

C#

Job description

A leading quantitative research firm is looking for a researcher in financial markets. The role focuses on using scientific techniques to optimize execution strategies, requiring strong coding abilities primarily in Python or C#. Candidates should have a passion for finance and possess a Masters or PhD in a quantitative discipline. Competitive pay, 35 days annual leave, and a dynamic work culture are key highlights of this role.