Quantitative Execution Researcher – Optimize Trading Costs

Trexquant Investment LP; New York (NY); Híbrido; USD 130.000 - 200.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Health insurance

Dental insurance

Vision insurance

Descripción de la vacante

Trexquant Investment seeks a Quantitative Researcher to join its Execution team. You will compile and analyze execution data, work on market impact models, and refine strategies to minimize costs and boost portfolio performance.

You will collaborate with traders, researchers, and operations to develop and test execution strategies, presenting insights to senior staff and implementing broker-driven improvements.

Formación

• Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields.
• 3+ years of experience in an electronic execution role within quantitative trading.
• Strong quantitative skills, detail oriented, and proficiency in Python programming.

Responsabilidades

• Optimize daily execution of multi-billion notionals across equities, futures, and expanding asset classes.
• Develop tools to continuously analyze execution data across various trading instruments.
• Manage and update trading cost and market impact models across all asset classes.
• Extract actionable insights from recent execution performance with years of history.
• Develop hypotheses and design studies to improve our trading; present results to senior researchers.
• Work with brokers to implement new execution strategies to improve transaction costs and fill rates.
• Collaborate with Operations to ensure best execution services provided by brokers.

Conocimientos

Python programming

Quantitative analysis

Data analysis

Educación

Bachelor's, Master’s, or Ph.D. in Mathematics/Statistics/CS

Descripción del empleo

Trexquant Investment seeks a Quantitative Researcher to join its Execution team. You will compile and analyze execution data, work on market impact models, and refine strategies to minimize costs and boost portfolio performance.

You will collaborate with traders, researchers, and operations to develop and test execution strategies, presenting insights to senior staff and implementing broker-driven improvements.