Quantitative Researcher

Quantitative Researcher - Market Microstructure Alpha Research

A multi-billion dollar hedge fund known for its innovative approach and exceptional performance is seeking an experienced Quantitative Researcher specialising in equities market microstructure execution research.

This mid to senior-level role requires at least three years, ideally 5-8, of expertise in algo execution strategy research and design for equities trading.

This person will be expected to improve the effectiveness of systematic strategies through price impact modelling, transaction cost analysis and market microstructure research. Additionally, they research and create intraday alpha signals.

Role and Responsibilities:
Develop and implement advanced price impact models. Focus on creating intraday alphas based on market microstructure, price impact, and Portfolio Manager behaviours.
Conduct an in-depth analysis of the equities market microstructure and perform trade cost analysis (TCA) to improve trading strategies and decision-making.
Work closely within a central research team, contributing to the overall research agenda and strategy development, while collaborating daily with trading strategists, developers, and other quantitative researchers.
Utilise expertise in Python and statistical/machine learning packages to explore new methodologies and approaches in quantitative research.

Required Qualifications:
3-10 years of experience in an alpha research role, a sell-side central risk team, or an algo execution team with deep expertise in market microstructure research.
Exceptional skills in Python programming. Proficiency in machine learning and statistical analysis packages.
Strong ability to analyze complex data sets and derive actionable insights.
Solid understanding of the equities market and trading principles.
Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Computer Science, or a related discipline.

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