Quantitative Researcher – Central Execution

Qenexus; New York (NY); On-site; USD 150,000 - 240,000; Full time

Job summary

Qenexus is seeking a Quantitative Researcher to join our Central Execution Desk in New York. You will advance how global trading teams route, optimize, and execute orders, turning rigorous data work into real trading improvements.

You will design experiments, build predictive models, and collaborate with engineers and traders to bring research prototypes into production, focusing on market impact, transaction cost analysis, and execution strategies.

Qualifications

• Advanced degree in mathematics, statistics, CS, physics, OR or related quantitative field.
• 2–5+ years in quantitative research—execution research, market microstructure, or financial data analysis.
• Strong Python skills; C++/Rust a plus.
• Deep knowledge of statistics, time-series analysis, experiment design, ML, and financial markets.

Responsibilities

• Research execution costs, market impact, and fill quality across global markets.
• Build predictive models that explain and improve execution outcomes.
• Design and run A/B experiments to identify genuine performance gains.
• Apply causal inference and optimization techniques to execution problems.
• Develop analytics, simulations, and dashboards used by traders and PMs; partner with engineers and traders to move research prototypes into production.

Skills

Python

Time-series analysis

Experiment design

Machine learning

Communication of results

Education

Advanced degree (Masters/PhD) in quantitative field

Tools

C++

Rust

Job description

Our client, a leading systematic fund are hiring a researcher to join their execution desk.

The Central Execution Desk is hiring a Quantitative Researcher to advance how global trading teams route, optimize, and execute orders. You'll work across market impact research, transaction cost analysis, causal inference, and execution strategy, turning rigorous quantitative work into real trading improvements.

What you'll do:

• Research execution costs, market impact, and fill quality across global markets
• Build predictive models that explain and improve execution outcomes
• Design and run A/B experiments to identify genuine performance gains
• Apply causal inference and optimization techniques to execution problems
• Develop analytics, simulations, and dashboards that traders and PMs use daily
• Partner with engineers and traders to move research prototypes into production

What we're looking for:

• Advanced degree (Masters/PhD preferred) in mathematics, statistics, computer science, physics, operations research, or related quantitative field
• 2–5+ years in quantitative research—ideally execution research, market microstructure, or financial data analysis
• Strong Python skills; C++/Rust a plus
• Deep knowledge of statistics, time-series analysis, experiment design, machine learning, and financial markets
• Experience with large financial datasets and familiarity with market microstructure
• Ability to communicate complex quantitative results clearly to non-quants