Quantitative Trading & Research - E-Trading - Executive Director
On-siteLondon, England, United Kingdom
Job Summary
Lead execution research and transaction cost analysis (TCA) to inform the electronic trading product roadmap for single-stock and portfolio clients. Partner with Electronic Client Solutions to define algorithm roadmaps using data-driven insights, KPIs, and performance attribution. Build and govern TCA frameworks calibrated on historical order and market data, while diagnosing execution drivers to convert findings into product recommendations. Conduct market microstructure research and design empirical studies to evaluate routing and parameter changes. Collaborate with Technology and Algo Development to industrialize research into production-ready capabilities, mentor junior researchers, and create client-facing content.
Required Qualifications
- Master's degree in a STEM field (Computer Science, Engineering, Mathematics/Statistics, Physics) or equivalent practical experience
- Solid relevant experience in quantitative execution research, TCA, algorithmic trading, or closely related electronic trading analytics roles
- Demonstrated expertise in TCA modeling and execution quality measurement relevant to algorithmic execution strategies
- Strong programming skills in kdb+/q and Python, with experience working with large-scale trading and market datasets
- Proven ability to partner effectively with Product, Trading, and Technology to move from research findings to shipped capabilities and measurable performance improvements
- Strong analytical, quantitative, and problem-solving skills
- Excellent written and verbal communication
Desired Qualifications
- PhD in a STEM field or a strong independent research track record
- Experience with stochastic control and/or numerical optimization techniques applied to single-stock and/or portfolio execution
- Experience with AWS and/or modern data processing technologies used for research-to-production workflows
- Deep knowledge of cash equities market structure and microstructure across major regions
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