Quantitative Researcher - Execution | Elite Systematic Team

A highly successful, quantitative trading team is seeking to add a Quantitative Researcher to its execution and portfolio implementation team. Founded in the mid-2010s, this firm has quietly built one of the strongest track records in systematic equities, delivering consistent, high-Sharpe performance every year since inception. The team is intentionally small, extremely collaborative, and manages a very large amount of capital per employee, offering rare exposure to true P&L impact at scale. This is not a model-research seat. This role sits at the intersection of portfolio construction, execution, and market microstructure, directly influencing how billions of dollars are traded every day. The Role: You will work inside a lean, highly technical trading organization responsible for optimizing and executing $1B+ of daily global equity notional. Core responsibilities include: Owning and improving trading cost models (market impact, spread, slippage, liquidity, and execution risk) Forecasting and feeding execution costs into portfolio optimization and trading decisions Monitoring real-time and post-trade execution quality across strategies, regions, and brokers Identifying inefficiencies, leakage, and improvement opportunities in the trading stack Applying market microstructure expertise to both execution and select alpha-generation projects This is a hands-on role with direct influence over capital deployment, not a back-office analytics function. Who They're Looking For: The ideal candidate will be a top-tier Quantitative Researcher embedded in an equity trading or implementation team with strong exposure to real-world execution. Strong fits include: Buy-side QRs on systematic or discretionary equity trading desks Execution quants at multi-strategy funds, quant funds, or large asset managers High-caliber quants on sell-side trading or electronic execution desks (as a secondary preference) Key Attributes: Deep understanding of market microstructure Experience modeling transaction costs, impact, and liquidity Ability to operate in a production trading environment Strong coding and data-driven research instincts Comfort working close to PMs, traders, and portfolio construction systems Why This Is Different Small, elite team (~30 people) with unusually high AUM per head Proven performance with high Sharpe and positive years since launch Real ownership over how capital is actually traded Highly collaborative culture - no siloed research or bureaucracy Boston-based team with global trading footprint If you're a serious execution or microstructure-focused quant looking to operate closer to the money inside a top-tier buy-side platform, this is a rare opportunity.