About the role#
Viking Global Investors is seeking an Execution Research Fellow for a project-based engagement of 10 to 12 weeks. Working under the Head of Execution Research, the Fellow will conduct applied research at the intersection of market microstructure, data infrastructure, and execution optimization. This is a fixed-term fellowship with no expectation of a pathway to full-time employment.
What you'll do#
- Evaluate, clean, and analyze high-frequency and tick-level market data across various asset classes and venues.
- Assess and document trading infrastructure, including exchange connectivity and execution systems.
- Research algorithmic routing strategies and smart order routing design.
- Perform quantitative analysis of order routing across venues, including transaction cost analysis.
- Share research findings and insights with trading and investment teams.
What you'll need#
- Current enrollment in a Master’s or PhD program in Computer Science, Statistics, Financial Engineering, Physics, Mathematics, or a related quantitative field.
- Hands-on experience working with tick data or high-frequency market data.
- Proficiency in Python, with experience using data-intensive libraries.
- Exposure to market microstructure, execution algorithms, or trading systems.
- Strong communication skills and the ability to present quantitative findings to technical and non-technical audiences.
Location & details#
- Location: New York, NY
- Term: Summer 2026 or Fall 2026
- Modality: On-site
- Compensation: $195,000 base (prorated for the engagement period)
