Job Description:

As an Execution Quantitative Researcher, you will play a pivotal role in optimizing the team's execution architecture and enhancing their systematic trading strategies. The ideal candidate will have a strong background in quantitative development, a deep understanding of execution architecture, and expertise in C++. This role offers an exceptional opportunity to shape the future of quantitative finance in a highly collaborative and innovative environment.

Key Responsibilities:

• Conduct in-depth research and analysis to optimize execution strategies.
• Develop and maintain high-performance execution algorithms in C++.
• Collaborate with the trading team to implement and fine-tune trading strategies.
• Monitor and analyze trading performance, identifying areas for improvement.
• Stay updated on industry trends and emerging technologies related to execution.

Qualifications:

• A Ph.D. or Master's degree in a quantitative field such as mathematics, computer science, engineering, or related discipline.
• Strong proficiency in C++ programming. Additional experience in Python and kdb+/q is a bonus.
• Experience in quantitative research and algorithmic trading within a systematic hedge fund, proprietary trading environment or investment bank.
• Deep understanding of execution architecture, market microstructure, and trading algorithms.
• Proficiency in working with large datasets and utilizing statistical analysis tools.
• Excellent problem-solving skills and a data-driven approach to decision-making.
• Effective communication skills and the ability to work collaboratively in a fast-paced environment.
• A passion for financial markets and a drive to excel in a competitive industry.