Quantitative Researcher - Execution | Elite Systematic Team
A highly successful, quantitative equity trading firm is seeking to add a Quantitative Researcher to its execution and portfolio implementation team.
Founded in the mid-2010s, this firm has quietly built one of the strongest track records in systematic equities, delivering consistent, high-Sharpe performance every year since inception. The team is intentionally small, extremely collaborative, and manages a very large amount of capital per employee, offering rare exposure to true P&L impact at scale.
This is not a model-research seat. This role sits at the intersection of portfolio construction, execution, and market microstructure, directly influencing how billions of dollars are traded every day.
The Role:
You will work inside a lean, highly technical trading organization responsible for optimizing and executing $1B+ of daily global equity notional.
Core responsibilities include:
- Owning and improving trading cost models (market impact, spread, slippage, liquidity, and execution risk)
- Forecasting and feeding execution costs into portfolio optimization and trading decisions
- Monitoring real-time and post-trade execution quality across strategies, regions, and brokers
- Identifying inefficiencies, leakage, and improvement opportunities in the trading stack
- Applying market microstructure expertise to both execution and select alpha-generation projects
- This is a hands-on role with direct influence over capital deployment, not a back-office analytics function.
Who They're Looking For:
The ideal candidate will be a top-tier Quantitative Researcher embedded in an equity trading or implementation team with strong exposure to real-world execution.
Strong fits include:
- Buy-side QRs on systematic or discretionary equity trading desks
- Execution quants at multi-strategy funds, quant funds, or large asset managers
- High-caliber quants on sell-side trading or electronic execution desks (as a secondary preference)
Key signals:
- Deep understanding of market microstructure
- Experience modeling transaction costs, impact, and liquidity
- Ability to operate in a production trading environment
- Strong coding and data-driven research instincts
- Comfort working close to PMs, traders, and portfolio construction systems
Why This Is Different
- Small, elite team (~30 people) with unusually high AUM per head
- Proven performance with high Sharpe and positive years since launch
- Real ownership over how capital is actually traded
- Highly collaborative culture - no siloed research or bureaucracy
- Boston-based team with global trading footprint
If you're a serious execution or microstructure-focused quant looking to operate closer to the money inside a top-tier buy-side platform, this is a rare opportunity.
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