Algo Quant Analyst – Quantitative Research & Execution

About the role

The Algo Quant Analyst will support Bernstein SG’s electronic execution activities by conducting quantitative research, analysing execution performance, and translating insights into client‑consulting materials and practical improvements to transaction‑cost analysis (TCA) and order‑monitoring tools.

Key responsibilities

• Conduct quantitative research on individual orders and order sets for client consulting and presentations.
• Analyse execution performance, provide intraday benchmark feedback and assess implementation shortfall, VWAP/TWAP slippage, market‑impact and timing components.
• Research market‑structure topics and contribute to Whitebooks, Spotlights and analytical publications.
• Design and evaluate new algorithmic execution strategies and optimise existing ones.
• Develop analytical tools and systems for TCA, order monitoring and on‑demand mid‑order reforecasting.
• Document methodologies, assumptions, outputs and controls while complying with risk, conduct and confidentiality requirements.

Required profile

• Strong quantitative background in mathematics, statistics, econometrics, financial engineering or computer science.
• Good understanding of equity market microstructure, electronic trading and algorithmic execution.
• Experience analysing execution benchmarks, transaction costs, liquidity and market‑impact drivers.
• Programming and data‑analysis capability using Python, SQL or comparable technologies.
• Knowledge of data validation, back‑testing principles, model assumptions and analytical controls.
• Ability to communicate complex findings clearly to both technical and non‑technical stakeholders.

Required skills

• Python
• SQL
• Machine Learning
• Predictive Modeling
• Time‑Series Analysis
• Data Validation
• Back‑testing
• Model Validation
• Explainable AI
• AI Governance