Quantitative Execution Strategist - US Equities

Quantitative Strategist - Equity Execution

About the Firm:

This organization is a next-generation agency execution specialist. Leveraging advanced technology, it empowers institutional investors by providing intelligent, secure access to global trading and liquidity networks, helping drive performance through data-driven execution solutions.

Role Overview:

The Quantitative Strategist will support the development and enhancement of algorithmic equity trading strategies. This role blends quantitative research, model development, and hands-on testing to improve execution quality and trading efficiency.

Key Responsibilities:

Develop and refine models to support equity execution algorithms.

Conduct quantitative analysis and back-testing of trading strategies.

Translate research findings into practical algorithmic improvements.

Define technical specifications and validate model functionality.

Monitor and analyze performance to guide future enhancements.

Required Qualifications:

Advanced degree (Master's or PhD) in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Engineering).

Proficiency in Python (or R) and strong coding discipline.

Experience with machine learning concepts and applications.

Excellent attention to detail and analytical thinking.

Preferred Qualifications:

Familiarity with tools such as SQL, Git, and Jupyter Notebooks.

Knowledge of equity markets, trading systems, or FIX protocol.

Prior experience with algorithmic execution strategies.

Ability to work both independently and collaboratively in a fast-paced environment.

Work Structure:

Hybrid model with flexibility, suited for candidates who thrive in a research-driven, collaborative, and technology-oriented setting.