Senior QR - Algo Execution

Senior Quantitative Researcher – Algorithmic Execution & Short-Horizon Research

A sizable, established hedge fund in New York City is seeking a Senior Quantitative Researcher to expand its research capabilities in algorithmic execution and short-horizon trading across equities and/or futures.

The role will focus on developing sophisticated execution strategies while also researching predictive signals and alpha opportunities over shorter time horizons.

Responsibilities

• Research and develop algorithmic execution strategies using market, trade, quote and order-book data.
• Model market impact, liquidity, fill probability, adverse selection and execution costs.
• Develop approaches to order scheduling, placement and venue selection.
• Research short-horizon predictive signals and alpha strategies.
• Build realistic execution simulations and evaluate strategies using large-scale market data.
• Work closely with portfolio managers, researchers and technology teams to move research into production.

Background

• Strong quantitative research experience in electronic/algorithmic trading, execution research, market microstructure or short-horizon alpha.
• Experience in equities and/or futures.
• Deep understanding of market structure, liquidity and trading dynamics.
• Strong statistical modeling and programming skills.
• Advanced degree in a quantitative discipline preferred.

This is a high-impact opportunity with substantial research ownership and leadership, and the ability to influence both execution quality and short-term trading research across the firm.

The fund offers a highly collaborative, firm-wide research environment, a strong culture with significant interaction across research and trading teams, and very competitive compensation with significant upside tied to research contribution and trading impact.