Quantitative Researcher, Central Execution Desk

Required

• A Masters or Bachelors from a top-tier university in mathematics, statistics, computer science, financial engineering, physics, operations research, or a related quantitative field. PhD preferred
• At least 2–5 years of quantitative research experience, ideally in execution research, market microstructure, or financial data modeling
• Strong knowledge of statistics, time-series analysis, experiment design, optimization, machine learning, and financial markets
• Experience working with large financial datasets
• Strong Python skills for research, data analysis, modeling, and simulation. C++/Rust experience is a plus but not required
• Familiarity with convex optimization, causal inference, market impact models, stochastic control is a plus
• Good understanding of market microstructure
• Ability to write clear research notes and explain quantitative results to traders, PMs, and engineers. Prior academic publications or comparable research writing are a plus
• Anticipated annual base salary range $120,000 - $200,000, plus eligible for discretionary bonus.