# Quantitative Researcher – Market Impact Modeling

**Company**: Quantitative Research & Development
**Location**: London
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://mlp.eightfold.ai/careers/job/755959590097?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_a6131708-032

## Description

We are seeking a Quantitative Researcher to join our Central Liquidity Strategies (CLS) team within Execution Services. As a Quantitative Researcher, you will be responsible for researching, improving, and implementing market-impact models across equities and other asset classes.

Responsibilities:

- Research, improve, and implement market-impact models across equities and other asset classes, drawing on current academic research and practical market experience

- Estimate market impact using real-world data, addressing data biases, endogeneity, causal inference, and model robustness

- Develop and enhance research, model-fitting, and analytics frameworks to support experimentation and model calibration

- Partner with trading and engineering stakeholders to integrate models into the portfolio construction process

- Communicate research findings, assumptions, and limitations clearly, translating business goals into quantitative research deliverables

Requirements:

- A master’s or PhD in Physics, Mathematics, Operations Research, Statistics, Finance, Economics, Econometrics, Financial Engineering, Econophysics, or a related discipline

- Experience in quantitative research or quantitative trading, with a significant focus on market-impact research or market microstructure

- Significant experience analyzing real-world datasets and estimating market impact in practical settings

- Strong knowledge of relevant academic research and the challenges of data bias, endogeneity, causal inference, and robustness

- Excellent analytical and quantitative skills

- Proficiency in Python and kdb+/q

- Strong communication and collaboration skills, with the ability to explain research outputs and limitations and align research with business objectives

## Skills

### Required
- Python
- kdb+/q
- quantitative research
- market-impact modeling
- data analysis

---

Source: [Apply at mlp.eightfold.ai](https://mlp.eightfold.ai/careers/job/755959590097?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)