Quant Researcher - Execution Algorithms
I'm partnered with a global proprietary trading firm with a long track record of systematic trading success as their seeking an experienced Quantitative Researcher specializing in Market Impact Modeling to join one of its core research groups. This is a Lead research role within a highly selective team focused on understanding, modeling, and forecasting market impact across liquid financial markets.
The firm operates Globally, with more than 200 professionals across several continents, yet maintains small, autonomous research teams where individual drive high impact. This role is fully remote, enabling collaboration across regions while preserving flexibility and focus.
Key Responsibilities
- Design and test empirical and statistical models that quantify market impact across different regimes, volumes, and liquidity environments
- Investigate temporary vs. permanent impact, impact decay, and nonlinear effects
- Model interactions between traded volume, market state, volatility, and order flow
- Extend market impact analysis beyond immediate execution windows into longer‑term dynamics
- Explore how impact‑related variables can inform medium‑term price movements
- Collaborate with other quantitative researchers to integrate impact insights into broader forecasting frameworks
- Work with large‑scale historical and live market datasets
- Perform regime analysis, stress testing, and cross market comparisons
- Partner with developers and other researchers to move models into production
- Clearly communicate results, assumptions, and limitations to technical stakeholders
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