Quantitative Researcher - Execution

CW Talent Solutions; New York (NY); On-site; USD 110,000 - 300,000; Full time

Benefits offered by this job

Highly competitive compensation

Strong career advancement potential

Exposure to cutting-edge technology and research

Collaborative team environment

Job summary

A leading hedge fund is seeking an experienced Quantitative Researcher to develop and optimize execution strategies. In this role, you will work closely with a team to enhance trading efficiency through advanced algorithmic trading and quantitative research methodologies. This position offers a unique opportunity in a dynamic market environment with competitive compensation and significant growth potential.

Qualifications

• Experienced in quantitative research or algorithmic trading focused on execution.
• Strong programming skills in Python and C++.
• In-depth understanding of equity markets and execution dynamics.

Responsibilities

• Design, develop, and optimize execution trading algorithms for equity markets.
• Conduct research to identify signals and methodologies.
• Backtest and evaluate execution algorithms under various market conditions.

Skills

Programming in Python

Programming in C++

Statistical analysis

Time series modeling

Quantitative methods

Education

Master’s or Ph.D. in Mathematics, Physics, Computer Science, Financial Engineering, or Statistics

Job description

Direct message the job poster from CW Talent Solutions

Director at CW Talent Solutions | Hedgefund Talent Advisory

Quantitative Researcher – Execution – New York

CW Talent Solutions is partnering with a tier-one hedge fund to hire an experienced Quantitative Researcher to develop and optimize execution strategies across global equity markets. This is a unique opportunity to work at the intersection of quantitative research, market microstructure, and advanced algorithmic trading in a high-performance environment.

The Role:

We are seeking a talented Quantitative Researcher with a deep understanding of execution algorithms and equity market dynamics. You’ll work alongside traders, researchers, and technologists to design and refine models that drive trading efficiency and execution performance.

Key Responsibilities:

• Design, develop, and optimize execution trading algorithms for equity markets
• Conduct research to identify signals and methodologies that improve execution outcomes
• Build and implement quantitative models to inform execution strategy
• Backtest and evaluate execution algorithms under various market conditions

Preferred Experience:

• Master’s or Ph.D. in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics
• Proven experience in quantitative research or algorithmic trading focused on execution
• Strong programming skills in Python or C++
• Expertise in statistical analysis, time series modeling, and quantitative methods
• In-depth understanding of equity markets, order flow, and execution dynamics

What’s in it for you?

• Work at the core of execution research within a world-class hedge fund
• Highly competitive compensation and strong career advancement potential
• Exposure to cutting-edge infrastructure and a globally respected quant platform
• Join a collaborative team driving innovation in execution strategy

Why Choose Us?

Our client is a globally recognized investment firm known for its strength in systematic and quantitative strategies. With deep investment in technology and research, this is an exceptional opportunity to shape the future of execution within a high-performing trading environment.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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