Job Description
We’re looking for a Quantitative Analyst to help our financial services client drive best execution across FX and commodities. You’ll build and validate models for transaction cost analysis (TCA), market impact, and algorithm performance — working at the intersection of market microstructure, statistics, and software engineering.
Key Responsibilities:
- Develop and maintain quantitative models for transaction cost analysis (TCA), market impact, slippage, and venue/algorithm performance.
- Conduct rigorous statistical analysis on tick, order, and execution data to identify sources of cost, latency, and information leakage.
- Build and maintain simulation and backtesting frameworks to evaluate execution algorithms, smart order routing logic, and venue selection under varied market conditions.
- Partner with traders, execution engineers, and brokers to translate research into improvements in live trading and order routing systems. ...