Quantitative Researcher - Execution (USA) at Trexquant Investment | New York, New York, United States | Rezi

Quantitative Researcher - Execution (USA) at Trexquant Investment

Quantitative Researcher - Execution (USA)

Trexquant Investment · New York, New York, United States

1 weeks ago

Quantitative Researcher - Execution (USA)

Trexquant Investment · New York, New York, United States

9 days ago
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About the Role

Directly responsible for compiling and analyzing execution data in several asset classes, working on market impact models and trade cost analysis to minimize transaction costs and enhance performance of company portfolios. You will work closely with teams of traders, researchers, and operations to develop, test, and refine execution strategies that drive continuous improvement of our trading operations.

Responsibilities

  • Optimize daily execution of multi-billion notionals across equities, futures, and expanding list of asset classes
  • Develop tools to continuously analyze execution data across various trading instruments
  • Manage and update trading cost and market impact models across all our asset classes
  • Extract actionable insights from recent execution performance along with years of history
  • Develop hypotheses and design studies to further improve our trading; present results to senior researchers
  • Work with brokers to implement new execution strategies to further improve transaction costs and fill rates
  • Work with our Operations team to ensure best execution services provided by brokers

Requirements

  • 3+ years of experience working in an electronic execution role within quantitative trading company
  • Strong quantitative skills, detail oriented, and proficiency in Python programming

Skills

  • Python programming

Location

  • Stamford
  • New York City

Work Type

  • Onsite

Experience Level

  • 3+ years

Education Level

  • Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields

Salary/Compensations

  • $130,000 to $200,000

Benefits

  • PPO Health, dental and vision insurance premiums fully covered for you and your dependents

About the Company

  • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets

Equal Opportunity

  • Trexquant is an Equal Opportunity Employer