Quantitative Execution Strategist

WorldQuant

Singapore, Singapore
On-site
Python programming skills
Market impact models
Transaction cost analysis
Develop detailed specifications for new and enhanced execution algorithms, and implement, test, and deploy robust quantitative trading strategies and tools, primarily using Python

Job Summary

  • Develop detailed specifications for new and enhanced execution algorithms, and implement, test, and deploy robust quantitative trading strategies and tools, primarily using Python.
  • Research, develop, and refine sophisticated market impact models to seek to predict and minimize the cost of trading, leveraging large datasets and advanced statistical/machine learning techniques.
  • Conduct in-depth Transaction Cost Analysis (TCA) to evaluate the performance of execution strategies, identify drivers of transaction costs, and pinpoint opportunities for optimization.

Matching Summary

Develop detailed specifications for new and enhanced execution algorithms, and implement, test, and deploy robust quantitative trading strategies and tools, primarily using Python.

Skills & Requirements

Must-have

  • Python programming skills
  • market impact models
  • transaction cost analysis
  • quantitative research
  • data structures and algorithms

Nice-to-have

  • academic sensibility
  • intellectual horsepower
  • continuous improvement
  • challenge conventional thinking

Key Requirements

  • PhD/Master’s in quantitative field
  • 0–4 years’ experience
  • Python programming skills
  • SQL experience
  • Regression models, time-series analysis, applied machine learning

Work Rights

Not specified

Tailored Resume

Cover Letter