Market Impact Specialist
2 weeks ago
Durlston Partners is a pioneering Crypto Quant fund that is committed to pushing the boundaries of Execution research. We are seeking a highly skilled Market Impact Specialist to join our team and drive our Execution research efforts forward.
This is a unique opportunity to work on complex projects, collaborate with experienced researchers, and contribute to the growth of our Execution capabilities.
The estimated annual salary for this role is $220,000 - $300,000, depending on experience.
Key Responsibilities:
As a Market Impact Specialist, you will be responsible for:
- Market Impact Modeling: Develop comprehensive market impact models and integrate them into our portfolio optimization framework.
- Strategy Development: Create and enhance execution strategies aimed at capitalizing on new alpha signals.
- Slippage Minimization: Optimize order placement and scheduling techniques to reduce slippage during trades.
- Backtesting Validation: Leverage internal trading data to validate and improve backtesting engines.
- Collaborative Research: Work closely with fellow researchers to develop trading strategies and methodologies.
Requirements:
- 2-6 years of experience in Quant trading and Execution Research.
- Strong background in market microstructure analysis, TCA, and simulator design.
- Proficient in Python; C++ knowledge is a plus.
- Familiarity with utility function design, rules-based logic for order execution, and multi-period optimization preferred.
- Advanced degree in a quantitative field (e.g., Computer Science, Mathematics, Physics).
- Crypto trading experience is a plus but not required.
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