Lead Execution Quant Researcher - Equities

Selby Jennings; Hartford (CT); On-site; USD 180,000 - 290,000; Full time

Job summary

Selby Jennings is seeking an Execution Quant Researcher to join a leading Quant Trading Firm's equities unit. This role will be the first of its kind focused on execution-related research, driving the research agenda and developing sophisticated strategies to improve execution quality and profitability.

Ideal candidates have 6+ years of execution QR experience in cash equities, expert Python and/or C++ coding, and a deep understanding of market microstructure and high-frequency data.

Qualifications

• 6+ years of Execution QR experience in the cash equities space.
• Deep understanding of market microstructure and market impact modeling.
• Experience working with high-frequency exchange data.
• Advanced statistical modeling skillset.
• Expert Python and/or C++ coding capabilities.

Responsibilities

• Own the execution QR research agenda within the fund.
• Identify ways to customize execution and propose innovative solutions to drive PnL.

Skills

Execution QR experience

Market microstructure

Market impact modeling

High-frequency data

Statistical modeling

Tools

Python

C++

Job description

A massively successful Quant Trading Firm who has maintained a discreet profile for 10+ years is looking for an Execution Quant Researcher to join their growing equities business. The firm has slowly built out a crack team of skilled researchers and engineers to drive the development of sophisticated systematic trading strategies. This hire will be the first Quant Researcher exclusively focused on execution-related research within the fund and will own the execution research agenda.

The team has consciously built an open, academic environment where members are encouraged to share ideas while also granted the freedom to work in an autonomous fashion. The incoming Execution Quant Researcher will identify ways to customize execution and identify innovative solutions to further drive PnL.

The ideal candidate for this role should have:

• 6+ years of Execution QR experience in the cash equities space
• Deep understanding of market microstructure and market impact modeling
• Experience working with high-frequency exchange data
• Advanced statistical modeling skillset
• Expert Python and/or C++ coding capabilities