Quantitative Researcher — Microstructure
Job descriptions & requirements
Turn market microstructure into models the system can act on — signals, fair value, and the logic behind how it quotes.
What you'll be doing
- Turn market microstructure into models the system acts on — fair value, signals, and the logic behind how it quotes.
- Research spread, inventory, and adverse-selection dynamics across venues and regimes.
- Translate research into components the engine runs in real time — not notebooks left on a shelf.
- Design how the system measures itself: the metrics that tell us it is quoting well.
What we're looking for
- Strong grounding in market microstructure, statistics, and time-series.
- A track record taking research from idea to a production signal or model.
- Skepticism about your own results — you stress-test before you trust.
- he ability to explain why a model behaves as it does, not just that it works.
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