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Quantitative Researcher reporting to the Head of Quantitative Research. The work is execution research on retail flow that hits both traditional and digital-asset venues, on a routing, slippage and venue-selection stack that already exists.
A pan-European multi-asset retail broker. The firm offers equities, ETFs, and digital assets to consumer customers across the EU and UK. Multi-million customer base. The firm operates an execution layer that interacts with both traditional and digital-asset venues; the quant research team owns the firm's routing, slippage, and venue-selection models.
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Quantitative Researcher reporting to the Head of Quantitative Research. Senior IC seat focused on the firm's digital-asset venue coverage.
Owns the firm's venue-selection and slippage models for the digital-asset side of the broker's execution stack. Works with the trading team on routing and with engineering on model deployment.
The seat is half research, half production — the firm expects models to ship and survive real-money use, not sit in notebooks.
London-based, office-first three days per week. Light travel.
The work is execution research on retail flow that hits both traditional and digital-asset venues, on a routing, slippage and venue-selection stack that already exists. The interesting problem is digital-asset venue selection in a retail-broker context, where the microstructure, liquidity profile and counterparty risk differ enough from the equity and ETF side that the same models do not translate. The firm runs equities, ETFs and digital assets to a multi-million consumer base in the EU and UK, so the models you build have to hold up across a wide flow profile, not a single venue or asset class.
— Craig Oliver, Founder & CEO
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