Execution Research Lead

Digital Assets, Systematic Trading & Research

Up to £170k base + Bonus

London

Role Overview

As the Execution Quantitative Researcher, you will play a pivotal role in establishing and advancing execution research efforts. This is an exciting opportunity to be the inaugural hire in this domain, allowing you to define and lead our execution strategies from the ground up and learn on the job.

Key Responsibilities

• Strategy Development: Create and enhance execution strategies aimed at capitalising on new alpha signals over various time frames, ranging from seconds to hours.
• Slippage Minimisation: Optimise order placement and scheduling techniques to effectively reduce slippage during trades.
• Market Impact Modeling: Develop comprehensive market impact models and seamlessly integrate them into the portfolio optimisation framework.
• Backtesting Validation: Leverage internal trading data to va...