Senior Quantitative Analyst, Execution & Trading Analytics

Mondrian Alpha; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Mondrian Alpha seeks a Senior Quantitative Analyst to join the Execution & Trading Analytics team in London. You will sit at the intersection of quantitative research, market microstructure, and trading technology to optimise execution across global markets.

You will build analytics, models and tooling to support best execution and cost-efficient trading, collaborating with traders, engineers and leadership.

Qualifications

• Master's or PhD in Mathematics, Statistics, Computer Science, Physics, Financial Engineering or another quantitative discipline.
• 3+ years' experience in a quantitative role covering FX, commodities, execution analytics, market microstructure, algorithmic trading or transaction cost analysis.
• Strong Python development skills, including NumPy, pandas, scikit-learn and similar libraries.
• Excellent understanding of probability, statistics, linear algebra and stochastic modelling.
• Experience with large financial datasets and production-quality research code.
• Strong communication skills with the ability to present quantitative findings to technical and non-technical stakeholders.
• Experience with machine learning, order book analytics, smart order routing, SQL, kdb+ or cloud technologies would be advantageous.

Responsibilities

• Design and develop quantitative models for transaction cost analysis (TCA), market impact, slippage and execution quality across multiple asset classes.
• Build simulation and backtesting frameworks to evaluate execution algorithms, smart order routing logic and venue selection.
• Analyse tick, order and execution data to identify opportunities to improve trading performance and reduce execution costs.
• Partner with traders, execution engineers and brokers to translate research into production trading systems.
• Produce best execution reporting, investigate anomalies and enhance execution analytics.
• Research market microstructure, execution science and ML techniques for live trading environments.
• Maintain high standards of model validation, documentation and code quality while shaping the firm's execution technology roadmap.

Skills

Python

NumPy

Pandas

Scikit-learn

SQL

Education

Master's degree

PhD

Tools

SQL

kdb+

Cloud technologies

Job description

Mondrian Alpha seeks a Senior Quantitative Analyst to join the Execution & Trading Analytics team in London. You will sit at the intersection of quantitative research, market microstructure, and trading technology to optimise execution across global markets.

You will build analytics, models and tooling to support best execution and cost-efficient trading, collaborating with traders, engineers and leadership.