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Quantitative Researcher – Trading & Execution Research Job Opening In USA, USA – Now Hiring Octavius Finance


Job description

Experience Level: 5–8 Years (8–10 years also considered for strong candidates)

We are working with a prestigious buy-side investment firm in New York that is seeking a Quantitative Researcher to join its Trading Research team.

This is a high-impact role offering both intellectual challenge and practical influence, ideal for someone with a strong background in market microstructure, execution strategy, and quantitative signal development across equities and FX.

Responsibilities:

  • Influence execution outcomes by delivering innovative quantitative and systematic solutions in a collaborative team environment.

  • Work closely with traders and portfolio managers, integrating their insights into research and model development.

  • Conduct pre- and post-trade analysis to assess market impact and optimize execution across equities and FX.

  • Identify drivers of execution performance and contribute to improvements in counterparty selection, algorithm and venue choice, intraday trade scheduling, and market impact modeling.

  • Develop short-term alpha signals and forecasting models for intraday variables such as volatility, volume, and liquidity.

  • Lead projects from initial idea through to production, supported by a dedicated development team.

  • Build and improve transaction cost analysis models, enhancing the accuracy of expected cost estimates and execution strategies.

  • Connect themes across asset classes to produce insightful research with a liquidity and market microstructure perspective.

  • Contribute to team research discussions, provide mentorship to junior colleagues, and regularly present findings to internal stakeholders.

  • What We’re Looking For:

  • 5–8 years of relevant experience in quantitative trading research or execution strategy (8–10 years also considered).

  • Demonstrated ability to build models, perform rigorous analysis, and deliver actionable insights.

  • Strong understanding of market microstructure, electronic trading, and algorithmic execution in global equity and FX markets.

  • Experience with TCA frameworks, expected cost modeling, and signal development.

  • Effective collaboration with both traders (low-touch and high-touch) and developers.

  • Proficiency in Python, R, SQL, or kdb/Q.

    Familiarity with machine learning applications in execution research is a plus.

  • Intellectual curiosity, attention to detail, and a passion for improving execution outcomes.

  • Strong grasp of global equity liquidity, market structure, and execution dynamics.

  • Reach out to to apply.

    Required Skill Profession

    Mathematical Science Occupations


    • Job Details

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