Hybrid Quant Strategist – Algos & Market Structure
📍 New York City | Onsite (4:1 model)
Join the Future of Institutional Trading
Our client is rewriting the rules of institutional block trading — combining deep liquidity access with cutting-edge technology to power smarter, faster execution. As part of a major front-office transformation, they’re hiring a
Hybrid Quant & Commercial Strategist to sit across Algo Design, Market Microstructure, and Client Customisation.
This is a high-impact role embedded directly with quants, algo leads, and trading stakeholders — offering a rare opportunity to shape strategy, performance, and innovation from the inside out.
Why Join?
• Unmatched Exposure – Sit at the core of quant strategy, market structure, and electronic execution.
• Real Impact – Tailor high-performance algos for global asset managers & hedge funds.
• Vision-Driven Growth – Agile like a startup, credible like a market leader.
• Career-Defining Role – A build-from-scratch function with mentorship from top-tier trading and quant talent.
What You’ll Do:
• Partner with quants & trading to refine and customise algo strategies
• Analyse market structure & turn insights into actionable improvements
• Lead client-facing discussions on strategy, execution, and TCA
• Act as the bridge between quant, product, and front office stakeholders
• Collaborate with tech on infrastructure and modelling innovation
What You Bring:
• 2–4 years in a quant/algo strategy, electronic trading, or execution role
• Passion for market microstructure, optimisation & performance tuning
• Client-facing polish with commercial instinct
• Flexibility to wear multiple hats across quant, product & trading
• Technical strength (Python/C++/R a plus) & strong academic grounding
💰 Comp: Up to $200k all-in (Base + Bonus) – depending on experience
Ready to join a team driving the next evolution of institutional execution? This is more than a desk seat — it’s a chance to build, own, and lead.
