{"schemaVersion":"jobsearcher.job.v1","id":"69fd508cc5c7e3c4cc995f63","url":"https://jobsearcher.com/jobs/69fd508cc5c7e3c4cc995f63","canonicalUrl":"https://jobsearcher.com/jobs/69fd508cc5c7e3c4cc995f63","title":"Quantitative Researcher","description":"Quantitative Researcher (TCA / Execution Modelling) Global Equities\r\nRole Overview\r\nWe are seeking aQuantitative Researcherfocused onexecution modelling and transaction cost analysis (TCA)within a high-performance equities trading environment.\r\nThis role sits at the intersection ofquant research, execution optimisation, and portfolio construction , with responsibility for building and enhancing models that directly impact trading performance across$1B+ in daily global equity notional .\r\nThe position isnot an execution trading role,it is a research-driven position requiring strongalpha-oriented thinking applied to execution and market microstructure .\r\nKey Responsibilities\r\nDevelop, maintain, and enhancetransaction cost models (TCA)and execution forecasting frameworks used in portfolio optimisation\r\nAnalyse and modelmarket impact, slippage, liquidity, and execution riskacross global equity markets\r\nPartner closely with trading and portfolio teams tomonitor and improve execution quality\r\nApplymarket microstructure expertiseto identify inefficiencies and drive execution alpha\r\nContribute toalpha research initiatives , particularly where execution signals or microstructure insights can provide edge\r\nWork with large-scale trading datasets to buildrobust, data-driven modelsfor cost prediction and optimisation\r\nContinuously refine processes to improvescalability, accuracy, and performance of execution analytics\r\nCandidate Profile\r\n16 years of experience as aQuantitative Researcherin a buy-side environment (preferred)\r\nStrong candidates fromasset managers / long-only firmswith relevant experience also considered\r\nExceptional candidates fromsell-side trading deskswill be considered\r\nStrong academic background in aquantitative discipline(e.g. Mathematics, Physics, Computer Science, Engineering)\r\nRequired Skills & Experience\r\nStrong understanding ofequity market microstructure(order books, liquidity, impact, execution strategies)\r\nExperience building or working withtransaction cost models / execution analytics\r\nDemonstratedresearch experience (alpha or signal development)not purely execution/trading\r\nProficiency inPython and/or other quantitative programming languages\r\nExperience working withlarge, high-frequency datasets\r\nStrong statistical and modelling skills\r\nNice to Have\r\nExperience integrating execution models intoportfolio optimisation frameworks\r\nExposure tosystematic trading or quant equity strategies\r\nKey Differentiator\r\nThis is aresearch-first role , not an execution seat. The focus is onmodelling, alpha-adjacent research, and improving trading outcomes through data and microstructure insight , rather than trade execution itself.","company":"Aaa Global","rawCompany":"aaa global","city":"Everett","state":"MA","isRemote":false,"isActive":false,"createdAt":"2026-04-30T01:21:44.905Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"13-2051.00","title":"Financial and Investment Analysts","slug":"financial-and-investment-analysts"},{"code":"15-2099.00","title":"Mathematical Science Occupations, All Other","slug":"mathematical-science-occupations-all-other"}],"industries":[{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"},{"code":"523150","title":"Investment Banking and Securities Intermediation","slug":"investment-banking-and-securities-intermediation"},{"code":"523999","title":"Miscellaneous Financial Investment Activities","slug":"miscellaneous-financial-investment-activities"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Researcher","description":"Quantitative Researcher (TCA / Execution Modelling) Global Equities\r\nRole Overview\r\nWe are seeking aQuantitative Researcherfocused onexecution modelling and transaction cost analysis (TCA)within a high-performance equities trading environment.\r\nThis role sits at the intersection ofquant research, execution optimisation, and portfolio construction , with responsibility for building and enhancing models that directly impact trading performance across$1B+ in daily global equity notional .\r\nThe position isnot an execution trading role,it is a research-driven position requiring strongalpha-oriented thinking applied to execution and market microstructure .\r\nKey Responsibilities\r\nDevelop, maintain, and enhancetransaction cost models (TCA)and execution forecasting frameworks used in portfolio optimisation\r\nAnalyse and modelmarket impact, slippage, liquidity, and execution riskacross global equity markets\r\nPartner closely with trading and portfolio teams tomonitor and improve execution quality\r\nApplymarket microstructure expertiseto identify inefficiencies and drive execution alpha\r\nContribute toalpha research initiatives , particularly where execution signals or microstructure insights can provide edge\r\nWork with large-scale trading datasets to buildrobust, data-driven modelsfor cost prediction and optimisation\r\nContinuously refine processes to improvescalability, accuracy, and performance of execution analytics\r\nCandidate Profile\r\n16 years of experience as aQuantitative Researcherin a buy-side environment (preferred)\r\nStrong candidates fromasset managers / long-only firmswith relevant experience also considered\r\nExceptional candidates fromsell-side trading deskswill be considered\r\nStrong academic background in aquantitative discipline(e.g. Mathematics, Physics, Computer Science, Engineering)\r\nRequired Skills & Experience\r\nStrong understanding ofequity market microstructure(order books, liquidity, impact, execution strategies)\r\nExperience building or working withtransaction cost models / execution analytics\r\nDemonstratedresearch experience (alpha or signal development)not purely execution/trading\r\nProficiency inPython and/or other quantitative programming languages\r\nExperience working withlarge, high-frequency datasets\r\nStrong statistical and modelling skills\r\nNice to Have\r\nExperience integrating execution models intoportfolio optimisation frameworks\r\nExposure tosystematic trading or quant equity strategies\r\nKey Differentiator\r\nThis is aresearch-first role , not an execution seat. The focus is onmodelling, alpha-adjacent research, and improving trading outcomes through data and microstructure insight , rather than trade execution itself.","datePosted":"2026-04-30T01:21:44.905Z","dateModified":"2026-04-30T01:21:44.905Z","hiringOrganization":{"@type":"Organization","name":"Aaa Global","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Everett","addressRegion":"MA","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"69fd508cc5c7e3c4cc995f63"},"url":"https://jobsearcher.com/jobs/69fd508cc5c7e3c4cc995f63"}}