Execution Quant
£120,000 - £150,000 basic salary + bonus
3 days onsite, 2 days wfh
City of London
I’m currently working with a high-performing, tech-driven trading firm to help them identify an Execution Quant to join their growing quantitative trading team.
This role focuses on designing and implementing cutting-edge execution algorithms to enhance trading efficiency, minimise costs, and reduce market impact across multiple asset classes.
The ideal candidate has strong expertise in execution methods, market microstructure, and low-latency trading, collaborating closely with trading, research, and tech teams.
Key Responsibilities:
Algorithm Development & Optimization
- Develop, optimise, and productionise execution algorithms tailored to market conditions
- Monitor real-time performance and analyse transaction costs to enhance execution quality and minimise impact
- Integrate execution strategies into the broader trading portfolio
Research & Risk Management
- Research market microstructure to identify optimal execution approaches
- Implement risk controls, stress-test algorithms, and collaborate with risk teams on risk parameters and execution quality monitoring
Collaboration & Leadership
- Work closely with researchers, developers, and risk teams
- Mentor junior quants and effectively communicate execution insights to leadership
Candidate Profile:
- Advanced degree (Master’s or PhD) in a quantitative field
- 3+ years’ experience in execution algorithms or electronic trading
- Proven success designing and deploying execution strategies
- Experience across multiple asset classes, with expertise in at least one
- Strong knowledge of market microstructure, order book dynamics, and low-latency systems
- Proficient in Python, C++, Java, or similar languages
- Familiar with exchange protocols, FIX messaging, transaction cost analysis, and high-performance computing
Interested? Lets speak!