Execution Researcher
Our client, a crypto trading business that span out of a prestigious hedge fund are seeking an experienced Execution Researcher to enhance its execution capabilities by monetizing alpha signals in the liquid digital asset markets. The successful candidate will join a dedicated, high-performing team of quantitative researchers and engineers.
Key Responsibilities:
- Designing and refining execution strategies to monetize new alpha signals over time horizons ranging from seconds to hours, utilizing the company's execution engine and operating across centralized crypto exchanges
- Minimizing slippage by optimizing order placement, scheduling, and integrating short-term alpha signals
- Developing market impact models and incorporating them into the portfolio optimization framework
- Using internal trading data to validate and refine backtesting engines
- Collaborating with other researchers on portfolio and risk management to enhance system performance
Skill Set and Qualifications:
- Relevant industry experience, particularly in market microstructure analysis, transaction cost analysis (TCA), and simulator design
- Familiarity with utility function design and rules-based logic for order scheduling and placement
- Proficiency in Python; experience with C++ is a plus
- Knowledge of multi-period optimization is advantageous
- Eagerness to work in a fast-paced, results-oriented environment with high-caliber peers
- Ability to synthesize research findings collaboratively
- Strong analytical skills and attention to detail
- Willingness to travel periodically between the company's offices in NYC, London, and Zug, Switzerland
