Description

Overview

We are working with a global quantitative trading firm that is looking to hire an experienced Execution Researcher to join a specialised research group focused on market impact, execution modelling, and systematic strategy optimisation.

This role sits within a highly technical, research‑driven team supporting medium‑frequency and longer‑horizon systematic strategies. The successful candidate will work closely with traders, portfolio managers, and engineers to improve execution efficiency, liquidity modelling, and overall strategy performance.

Responsibilities

• Research and model market impact, liquidity, and execution costs across systematic strategies
• Analyse order‑book dynamics, market microstructure, and trading behaviour across venues
• Develop quantitative models to improve trade scheduling, execution logic, and strategy robustness
• Work with large‑scale historical and real‑time market data to validate hypotheses
• Collaborate closely with trading and engineering teams to embed research into production systems
• Monitor and refine models based on live performance and changing market conditions

Requirements

• Proven experience in quantitative research within systematic trading, execution research, or market microstructure
• Strong understanding of market impact, liquidity modelling, and transaction cost analysis
• Solid programming skills in Python (other languages such as C++ beneficial)
• Experience handling and analysing large financial datasets
• Strong mathematical and statistical foundation
• Ability to translate research insights into practical, production‑ready solutions

Preferred Background

• Experience working at a hedge fund, proprietary trading firm, or systematic investment manager
• Exposure to medium‑frequency trading (MFT), high - frequency or longer‑horizon systematic strategies
• Familiarity with execution algorithms, trade cost optimisation, or order‑book‑driven models

Why Apply?

• Join a well‑resourced quantitative trading firm with a strong research culture
• Work closely with senior researchers, traders, and engineers
• Direct influence on live trading performance and execution outcomes
• Opportunity to operate in a collaborative, research‑led environment with global exposure

If you are interested in learning more, please apply directly or contact Jonathan Ekoh at for further information.