Execution QR
We're partnering with a leading hedge fund to support the hiring of a Smart Execution Researcher. This is a high-impact opportunity for an experienced quantitative professional to contribute to the development and optimization of proprietary execution strategies and intraday systematic models across Futures and FX markets.
The role is ideal for individuals who have experience with execution algos and intraday systematic strategies. This position will work alongside a collaborative team of researchers and technologists, contributing to the evolution of the firm's execution infrastructure and alpha generation capabilities.
Responsibilities
- Execution Strategy Development
Design, test, and refine proprietary execution algorithms tailored to the firm's trading style and objectives. This includes both internal strategies and the evaluation of broker-provided solutions. - Intraday Systematic Strategy Research
Develop and implement intraday alpha models using high-frequency data. Focus on short-horizon predictive signals that can be deployed across Futures and FX instruments. - Market Microstructure Analysis
Conduct deep research into market microstructure dynamics to uncover inefficiencies and inform execution and signal design. Analyze order book behavior, liquidity fragmentation, and slippage patterns. - Performance Evaluation
Build frameworks to measure and monitor the performance of execution strategies. Evaluate cost metrics, fill rates, and slippage across different venues and brokers. - Collaborative Implementation
Work closely with other researchers, portfolio managers, and engineers to integrate strategies into production systems. Provide feedback on infrastructure and contribute to continuous improvement initiatives. - Signal Validation and Monitoring
Design validation pipelines for intraday signals, ensuring statistical robustness and real-time reliability. Monitor live performance and adapt models to changing market conditions.
Qualifications
- MS or PhD in a quantitative discipline; Applied Mathematics, Computer Science, Physics, Engineering, or Financial Engineering.
- 3+ years of relevant experience at a bank, hedge fund, asset manager, or proprietary trading firm, with a focus on execution research or intraday signal development.
- Strong programming skills in Python and C++.
- Experience with tick data, order book analysis, and microstructure modeling.
- Hands-on experience with execution algorithms, including smart order routing, TWAP/VWAP strategies, and liquidity-seeking models.
- Proficiency in working with large-scale datasets, including historical tick data and real-time feeds.
- Exposure to machine learning techniques, particularly in time-series modeling or reinforcement learning for execution optimization.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.