Quantitative Researcher - PhD: 2027
Core
Develop statistical and machine learning models for alpha signal research, strategy optimization, and backtesting using large-scale proprietary financial datasets.
Role type
PhD-level quantitative researcher (IC)
Builds
Robust statistical models and alpha signals for systematic trading strategies
Domain
Financial markets / Quantitative trading
Deliverable
production ML models
Required skills
Probability theory, statistical analysis, optimization, numerical methods, Python, large-scale data analysis
Preferred skills
C++, scientific computing, high-performance computing, machine learning
Technologies
Python, C++, large-scale research clusters, GPUs
Responsibilities
Design and validate statistical models, backtest ideas using historical market data, propose improvements to existing strategies, collaborate with traders and technologists
Seniority
PhD candidate (Summer 2027) or Postdoc