Market Impact Specialist

2 weeks ago


London, Greater London, United Kingdom Durlston Partners Full time

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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