Quant Researcher - Simulations Research Lead
A global proprietary algorithmic trading firm is seeking an experienced quantitative professional to take a leading role in the design, validation, and evolution of its execution simulation and market microstructure modeling framework. This is a highly technical position intended for individuals who have spent substantial time working with real world execution systems and understand how the gap between simulated and live trading behavior emerges.
The firm employs more than 200 professionals globally, with a pronounced emphasis on technology and quantitative research. Team members are distributed across North America, Europe, and Asia, including the United States and Hong Kong. While the firm maintains office space in several regions, it operates today as a 100% remote organization.
Responsibilities
ā¢ analyzing slippage and impact differences
ā¢ attributing divergence to latency, queue modeling, or data artifacts
ā¢ quantifying uncertainty rather than masking it order book dynamics and reconstruction
ā¢ exchange matching engines (priceātime priority, proārata, hybrid schemes)
ā¢ fill probability estimation under queue competition
ā¢ queue position inference methods and their degradation as regimes change
ā¢ temporary versus permanent market impact at the execution horizon
ā¢ specifying simulation behavior at a level precise enough for correct implementation
ā¢ reviewing architectural tradeāoffs between realism and performance
ā¢ contributing to cost and efficiency optimization discussions
The firm employs more than 200 professionals globally, with a pronounced emphasis on technology and quantitative research. Team members are distributed across North America, Europe, and Asia, including the United States and Hong Kong. While the firm maintains office space in several regions, it operates today as a 100% remote organization.
Responsibilities
ā¢ analyzing slippage and impact differences
ā¢ attributing divergence to latency, queue modeling, or data artifacts
ā¢ quantifying uncertainty rather than masking it order book dynamics and reconstruction
ā¢ exchange matching engines (priceātime priority, proārata, hybrid schemes)
ā¢ fill probability estimation under queue competition
ā¢ queue position inference methods and their degradation as regimes change
ā¢ temporary versus permanent market impact at the execution horizon
ā¢ specifying simulation behavior at a level precise enough for correct implementation
ā¢ reviewing architectural tradeāoffs between realism and performance
ā¢ contributing to cost and efficiency optimization discussions