Quant Analyst

Job description

As an Algo Quant Analyst supporting Bernstein SG’s electronic execution activities, you will conduct quantitative research and analysis on individual orders, order sets, execution strategies and market structure. You will translate analytical findings into client-consulting materials, performance insights, research publications and practical improvements to TCA and order-monitoring capabilities. The role is expected to actively leverage and contribute to AI-powered workflows, automation initiatives and data-driven decision-support capabilities that enhance Bernstein SG’s execution platform and client experience.

Your main responsibilities will include:

• Conduct quantitative research on individual orders and sets of orders for client consulting and presentation.
• Analyse execution performance and provide intraday benchmark feedback using relevant metrics and market context.
• Research market structure topics and contribute to Whitebooks, Spotlights and analytical publications.
• Design quantitative research for new algorithmic execution strategies.
• Analyse existing strategies to support optimisation and fine-tuning.
• Develop analytical tools and systems for transaction-cost analysis and order monitoring.
• Assess implementation shortfall and analyse VWAP/TWAP slippage, including market-impact and timing components.
• Support on-demand mid-order reforecasting using updated market conditions.
• Document methodologies, assumptions, outputs and controls.
• Comply with applicable risk, conduct, confidentiality and internal-control requirements.