Quantitative Researcher — Microstructure

Turn market microstructure into models the system can act on — signals, fair value, and the logic behind how it quotes.

What you'll be doing

• Turn market microstructure into models the system acts on — fair value, signals, and the logic behind how it quotes.
• Research spread, inventory, and adverse-selection dynamics across venues and regimes.
• Translate research into components the engine runs in real time — not notebooks left on a shelf.
• Design how the system measures itself: the metrics that tell us it is quoting well.

What we're looking for

• Strong grounding in market microstructure, statistics, and time-series.
• A track record taking research from idea to a production signal or model.
• Skepticism about your own results — you stress-test before you trust.
• he ability to explain why a model behaves as it does, not just that it works.

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