Quantitative Researcher – Execution

Our client, a leading systematic fund are hiring an execution quant as they develop their mid - frequency platform.You'll work across market impact research, transaction cost analysis, causal inference, and execution strategy, turning rigorous quantitative work into real trading improvements.What you'll do:Research execution costs, market impact, and fill quality across global marketsBuild predictive models that explain and improve execution outcomesDesign and run A/B experiments to identify genuine performance gainsApply causal inference and optimization techniques to execution problemsDevelop analytics, simulations, and dashboards that traders and PMs use dailyPartner with engineers and traders to move research prototypes into productionWhat we're looking for:Advanced degree (Masters/PhD preferred) in mathematics, statistics, computer science, physics, operations research, or related quantitative field2–5+ years in quantitative research—ideally execution research, market microstructure, or financial data analysisStrong Python skills; C++/Rust a plusDeep knowledge of statistics, time-series analysis, experiment design, machine learning, and financial marketsExperience with large financial datasets and familiarity with market microstructureAbility to communicate complex quantitative results clearly to non-quantsFor more information, please apply below or contact our Director, Tom, on tom@qenexus.com