Quantitative Analyst I: Execution Analytics & TCA

Arvionservices; Jakarta Pusat; On-site; IDR 350,000,000 - 800,000,000; Full time

Job summary

Arvionservices seeks a quantitative analyst to design and validate models for transaction cost analysis, market impact, and routing performance. You will analyze large datasets, build backtesting suites, and collaborate with traders to translate research into live trading enhancements.

The role requires a Master's or PhD in a quantitative field, 3+ years of FX/commodities experience, and strong Python and data-science skills. Familiarity with cloud platforms and scalable data infra is a plus.

Qualifications

• Master's or PhD in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Econometrics.
• 3+ years of relevant work experience in a quantitative role covering FX or commodities (or both).
• Strong proficiency in Python and data analysis.
• Experience with large datasets and production-quality code.

Responsibilities

• Develop and maintain quantitative models for transaction cost analysis (TCA), market impact, slippage, and venue/algorithm performance.
• Conduct rigorous statistical analysis on tick, order, and execution data to identify cost, latency, and information leakage.
• Build and maintain simulation and backtesting frameworks to evaluate execution algorithms and routing logic.
• Partner with traders and engineers to translate research into live trading improvements.
• Produce regular best execution reporting for internal stakeholders and investigate outliers.
• Research advances in execution science and assess practical application.
• Document findings clearly and present results to technical and non-technical stakeholders.
• Maintain rigorous standards of model validation, code quality, and documentation.

Skills

Python programming

Statistical analysis

Data interpretation

Education

Master's or PhD in quantitative discipline

Tools

NumPy

pandas

scikit-learn

statsmodels

Job description

Arvionservices seeks a quantitative analyst to design and validate models for transaction cost analysis, market impact, and routing performance. You will analyze large datasets, build backtesting suites, and collaborate with traders to translate research into live trading enhancements.

The role requires a Master's or PhD in a quantitative field, 3+ years of FX/commodities experience, and strong Python and data-science skills. Familiarity with cloud platforms and scalable data infra is a plus.