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Algorithmic Execution Quant Jobs in Commack, NY (NOW HIRING)

Man Group

Principal Quant

New York, NY

Global asset class coverage: lead the expansion of Man's internal algorithmic execution to global ... PhD or exceptional Masters / Bachelors qualification in a quantitative subject * Expertise in ...

Man Group

Principal Quant

New York, NY · On-site

$200K - $250K/yr

Global asset class coverage: lead the expansion of Man's internal algorithmic execution to global ... PhD or exceptional Masters / Bachelors qualification in a quantitative subject * Expertise in ...

Frec Markets, Inc

Quant Developer

New York, NY · On-site

$200K - $300K/yr

What you will do: Quantitative Engineering & Algorithm Development: You will live at the ... You will help shape our automated trading execution, portfolio optimization, and performance ...

Injective Labs

Quant Researcher

New York, NY · On-site +1

The ideal candidate would be someone who has experience working with low-latency execution engines ... Solid grasp of data structures, algorithms, software engineering principles, and version control.

Invesco

Quant Researcher, Trading

New York, NY · Hybrid

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... execution analytics, TCA, or algorithmic trading research. Responsibilities of the Role:

Invesco

Quant Researcher, Trading

New York, NY · On-site

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... execution analytics, TCA, or algorithmic trading research. Responsibilities of the Role:

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All JobsAlgorithmic Execution Quant JobsAlgorithmic Execution Quant Jobs in Commack, NY

Algorithmic Execution Quant information

See Commack, NY salary details

$54.4K

$123.4K

$203.5K

How much do algorithmic execution quant jobs pay per year?

As of Jul 25, 2026, the average yearly pay for algorithmic execution quant in Commack, NY is $123,401.00, according to ZipRecruiter salary data. Most workers in this role earn between $81,300.00 and $157,900.00 per year, depending on experience, location, and employer.

What is the difference between Algorithmic Execution Quant vs Quantitative Trader?

AspectAlgorithmic Execution QuantQuantitative Trader
Primary FocusDeveloping and implementing algorithms for trade execution to minimize market impactCreating trading strategies to generate alpha and profit from market movements
Work EnvironmentQuantitative research teams, trading desks, technology-drivenTrading floors, portfolio management teams, research departments
Required SkillsProgramming, market microstructure, execution algorithmsQuantitative modeling, market analysis, strategy development

While both roles involve quantitative skills, an Algorithmic Execution Quant specializes in optimizing trade execution processes, whereas a Quantitative Trader focuses on developing strategies to generate profits. The roles often collaborate but serve different functions within trading firms.

What are the key skills and qualifications needed to thrive as an Algorithmic Execution Quant, and why are they important?

To thrive as an Algorithmic Execution Quant, you need a strong background in quantitative analysis, programming (often in Python or C++), and a solid understanding of financial markets, typically supported by an advanced degree in a quantitative discipline. Proficiency with statistical modeling tools, trading platforms, and market data systems, as well as familiarity with technologies like FIX protocol, is crucial. Strong problem-solving ability, attention to detail, and effective communication help you collaborate across trading, research, and technology teams. These skills are essential for designing, optimizing, and maintaining robust trading algorithms that achieve best execution and mitigate risk in fast-moving markets.

What are some common challenges faced by Algorithmic Execution Quants when developing and deploying trading algorithms?

Algorithmic Execution Quants often encounter challenges such as adapting strategies to rapidly changing market conditions, managing latency and slippage, and ensuring compliance with regulatory requirements. They must also balance the need for innovation with the necessity for robust risk controls and system reliability. Collaboration with traders, developers, and risk managers is essential to refine algorithms and ensure they perform optimally in live trading environments.

What does an Algorithmic Execution Quant do?

An Algorithmic Execution Quant is responsible for designing, developing, and optimizing algorithms that execute large financial trades efficiently and at minimal cost. They analyze market microstructure, create models to predict market impact, and work closely with traders and engineers to implement these strategies in real-time trading systems. Their work is essential in minimizing transaction costs and improving trade execution quality for their firm.
What cities near Commack, NY are hiring for Algorithmic Execution Quant jobs? Cities near Commack, NY with the most Algorithmic Execution Quant job openings:
Algorithmic Execution Quant jobs near you

Principal Quant

Man Group

New York, NY

Other

Posted 20 days ago

Job description

Algo Research Team 

Algo Research team is responsible for alpha research across a wide range of timescales (from high frequency up to ~48 hours), design of monetization/execution strategies and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, options).  

Purpose of the Role 

To research, develop, and manage strategies which will improve Man Group's global trading in financial markets utilizing high-frequency techniques. 

Specific Responsibilities 

  • High-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons 

  • Trading strategy management: write strategy logic, perform post-trade analysis, and manage production deployments of high-frequency execution algorithms 

  • Global asset class coverage: lead the expansion of Man's internal algorithmic execution to global equities, global futures, and other liquid electronic asset classes 

  • Stakeholder management: communicate updates and plans regularly to research leadership, global trading and business management 

Requirements and Key Competencies 

  • 5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund 

  • 2+ years of alpha research experience working with L3 tick data 

  • 2+ years of high frequency trading strategy or high frequency execution algo design or analysis experience 

  • 2+ years of experience working with US equities 

  • Experience with Machine Learning techniques is a plus 

  • PhD or exceptional Masters / Bachelors qualification in a quantitative subject 

  • Expertise in Python and Linux environments 

  • Comfortable proficiency in C++, Java, or another low-level language 

  • Able to write clear, concise, and informative technical and research reports 

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