Quantitative Analyst

We’re looking for a Quantitative Analyst to help our financial services client drive best execution across FX and commodities. You’ll build and validate models for transaction cost analysis (TCA), market impact, and algorithm performance — working at the intersection of market microstructure, statistics, and software engineering.

Key Responsibilities:

• Develop and maintain quantitative models for transaction cost analysis (TCA), market impact, slippage, and venue/algorithm performance.
• Conduct rigorous statistical analysis on tick, order, and execution data to identify sources of cost, latency, and information leakage.
• Build and maintain simulation and backtesting frameworks to evaluate execution algorithms, smart order routing logic, and venue selection under varied market conditions.
• Partner with traders, execution engineers, and brokers to translate research into improvements in live trading and order routing systems.
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