Execution Quant

Job Summary

A company is looking for an Execution Quant to manage execution quality and develop reporting infrastructure.

Key Responsibilities

• Analyze execution reports to identify poor trades and execution quality issues
• Build signals to improve execution performance, focusing on order-specific metrics and toxicity analysis
• Establish execution reporting infrastructure and perform low-latency order book analysis to optimize execution

Required Qualifications

• Strong command of execution signals and low-latency order book analysis
• Proven experience building execution models
• Background in prop trading, ideally in equities or currencies
• Proficiency in Python and at least one low-level language (Rust, C++, or Java)
• Degree in physics, math, statistics, econometrics, or computer science