Quantitative Researcher - Monetization

Role Overview

I am working with a world class quant investment firm on the look out for a highly driven and technically proficient Quantitative Researcher to lead the development and optimization of monetization strategies across equity and derivative markets. This role is ideal for candidates with a strong background in market microstructure, alpha modeling, and execution research, who can bridge the gap between signal generation and real-world trading performance.

Key Responsibilities

• Alpha Monetization & Execution Research

  • Translate alpha signals into executable strategies with robust monetization frameworks
  • Analyze market microstructure to optimize fill rates, slippage, and execution latency
  • Conduct A/B testing and simulation to validate monetization efficiency

• Strategy Development & Deployment

  • Build and refine intraday and mid-frequency strategies across global equity/futures markets
  • Collaborate with trading and engineering teams to deploy strategies in production
  • Monitor live performance and iterate on signal-to-trade conversion logic

• Infrastructure & Tooling

  • Develop internal tools for signal evaluation, execution diagnostics, and monetization analytics
  • Maintain and enhance backtesting engines with realistic execution modeling

• Cross-Asset Collaboration

  • Work with PMs and traders across equities, options, and crypto to align monetization goals
  • Support structured product teams with pricing and liquidity modeling

Qualifications

• Education

  • Bachelor's or higher degree in Financial Engineering, Applied Mathematics, Computer Science, or related fields

• Experience

  • 2+ years in quantitative research or trading with a focus on monetization and execution
  • Proven track record in converting alpha into P&L across multiple asset classes
  • Experience with high-frequency or latency-sensitive strategies is a strong plus

• Technical Skills

  • Proficient in Python and C++; familiarity with Java or Rust is a plus
  • Strong understanding of market microstructure, order book dynamics, and execution algorithms
  • Experience with simulation frameworks and performance attribution tools

• Soft Skills

  • Strong analytical and problem-solving skills
  • Ability to work independently and collaboratively in a fast-paced environment
  • Clear communication and documentation skills

Bonus Points

• Experience with signal monetization in crypto or derivatives
• Prior work in execution research teams at top-tier hedge funds or prop shops
• Familiarity with exchange APIs, FIX protocols, and latency optimization
• Contributions to open-source trading or research platforms