Quantitative Analyst – Execution (Equity Options)
Permanent
Portfolio Management, Trading
New York
We are hiring a Quantitative Analyst – Execution (Equity Options) to join top-tier hedge funds and multi-strategy trading platforms. This role focuses on equity options execution, transaction cost analysis, and market microstructure, working closely with portfolio managers and traders to improve execution quality and reduce trading costs.
Key Responsibilities
- Design and optimize execution algorithms for equity options
- Analyze market microstructure, liquidity, and order-book dynamics
- Perform transaction cost analysis (TCA) and slippage measurement
- Partner with traders and PMs to enhance execution efficiency across venues
Requirements
- Strong quantitative background in statistics, mathematics, or engineering
- Experience with equity options markets and execution strategies
- Advanced Python (and/or C++) skills for research and analysis
- Understanding of volatility surfaces, greeks, and options pricing
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