Quantitative Reseacher (Execution)

Asia Execution Researcher – Global Quant Investment Firm

As part of the Asia execution research team, you will partner closely with PMs, quants, and engineers to improve all aspects of trade execution. The role covers execution alpha research, market microstructure analytics, and development of cutting‑edge execution algorithms tailored to fragmented and fast‑evolving Asian markets.

Key Responsibilities

• Conduct execution research across major Asia markets to improve fill quality, reduce slippage, and enhance alpha preservation.
• Build and refine market impact models, short‑term forecasting signals, and slippage estimation frameworks.
• Design, test, and implement execution algorithms, including scheduling, liquidity‑seeking, and dynamic participation strategies.
• Research and improve venue selection, routing logic, and order placement across exchanges and dark/conditional pools.
• Analyze market microstructure, l...