Our client, a top-tier hedge fund, is establishing a new global internal Liquidity & Execution Strategies team, led by a seasoned and highly respected industry figure. As part of this build-out, they are looking to hire a Senior Quantitative Researcher specializing in market impact modeling to join the core team.
Role Description:
This team is tasked with managing portfolios and internal liquidity strategies that improve execution outcomes for portfolio managers operating under both risk and agency mandates. Their work directly supports the firm's trading infrastructure and market efficiency.
The role will focus on applying, calibrating, and evolving models across asset classes, building robust analytics, and partnering with PM/trading teams to integrate these models into trading and portfolio workflows.
Qualifications:
3+ years' experience in a Quantitative Research or Quantitative Trading role, with a strong focus on market impact research and modeling.
Bachelor's degree or higher in a quantitative field such as Mathematics, Statistics, Physics, Finance, Econometrics, Financial Engineering, Operations Research, or a related discipline
Proficient in using Python or KDB for analytical and research tasks
Locations:
New York / London
*Please note that we will not respond and share information with applicants that we deem unsuitable for the position.
Consultant Name:
Ryan Allen
Consultant Email:
ryan.allen@tardis-group.com
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