Job Description
Numeus is seeking an experienced Execution Researcher to enhance its execution capabilities in the liquid digital asset markets. The successful candidate will join a high-performing team of quantitative researchers and engineers.
Role Involves:
- Designing and refining execution strategies to monetize new alpha signals.
- Optimizing order placement and scheduling to minimize slippage.
- Developing market impact models for portfolio optimization.
- Utilizing trading data to validate and refine backtesting engines.
- Collaborating with researchers on portfolio and risk management.
Requirements:
- Relevant industry experience in market microstructure analysis and transaction cost analysis (TCA).
- Familiarity with utility function design and rules-based logic for order scheduling.
- High proficiency in Python; C++ knowledge is a plus.
- Familiarity with multi-period optimization is a plus.
- Desire to work in a fast-paced, results-oriented environment.
- Strong analytical skills and attention to detail.
- Ability to travel periodically between NYC, London, and Zug, Switzerland.
Numeus offers:
- Opportunity to work in a well-resourced startup environment.