Quantitative Researcher – Market Microstructure, Liquidity and Transaction Cost Analysis – Equities
2 weeks ago
Quantitative Researcher – Market Microstructure, Liquidity and Transaction Cost Analysis – Equities
Location: Singapore (as preference), but could be based in London/New York
Job Type: Permanent
Overview
A global institutional investment firm, covering a diverse set of asset classes and business sectors is looking for a quantitative researcher to join their research function to perform quantitative analysis, with particular emphasis on market microstructure and liquidity dynamics to optimize execution performance and systematize investment decision frameworks. This role will provides access to an extensive network of global industry leaders and ability to work in a distinguished international long-term investment institution.
Position Overview
The firm is looking for an accomplished professional with deep expertise in equity markets to join their expanding team and strengthen their ability to provide forward-thinking and data-driven analysis to the portfolio management and trading team.
Key Responsibilities
- Work with the Head of department to develop the strategic direction for execution research across equities and other listed securities.
- Deliver innovative quantitative solutions and contribute to department research discussions and provide mentorship to junior team members.
- Research various trading counterparties, algo selection, market impact modelling and intraday trading and execution scheduling.
- Systematically identify drivers of execution performance and develop frameworks for their analysis.
- Proactively link themes, concepts, and ideas across asset classes to deliver insightful market analysis with a liquidity and microstructure perspective.
- Deliver research from idea generation to through to production, working with a team of developers to implement models.
- Show curiosity about equity markets, an identify opportunities to enhance trading and execution with strong understanding of market microstructure.
- Work with large databases and transaction information through inhouse and external systems.
Qualifications and Skills
- Substantial professional background in analytical roles (including analyst, strategist, researcher, trader, data scientist, or quantitative product manager positions)
- Demonstrated history of developing models, conducting analysis, preparing reports, and creating tools using quantitative methodologies, preferably with stakeholder-facing responsibilities
- Deep fascination with international equity market structure and current developments, coupled with the capability to convert raw data into practical recommendations
- Comprehensive knowledge of electronic and systematic execution processes, along with associated evaluations including Transaction Cost Analysis (TCA) and projected cost modeling
- Background collaborating directly with trading professionals (both systematic and discretionary) and technology teams is advantageous though not mandatory
- Thorough grasp of machine learning techniques' relevance and implementation for execution optimization and counterparty assessment
- Hands-on experience in research project design and multi-stakeholder coordination
- Proficient programming abilities in languages including Python, R, SQL, and kdb/Q
- Meticulous attention to detail with unwavering dedication to upholding superior standards of precision and methodological rigor across all responsibilities
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