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

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.