Quantitative Researcher
Core
Design, calibrate, and deliver quantitative models for Central Liquidity Strategies (CLS) trading across global equities markets, focusing on market microstructure, factor risk, transaction costs, and alpha signals.
Role type
Senior quantitative researcher (financial engineering)
Builds
Production models and research platform for CLS trading
Domain
Financial services / Quantitative trading
Deliverable
production ML models
Required skills
Statistical modeling, Machine learning theory, Python, kdb+, Time-series modeling, Gradient-boosted trees, Deep learning (PyTorch), Unit testing, CI/CD workflows, Equity execution knowledge
Preferred skills
PyKX, Distributed training, Cloud tooling, Live analytics experience
Technologies
Python, kdb+, PyTorch, Git, Unix/Linux, Bash
Responsibilities
Design and calibrate models for market microstructure and alpha signals; Own full model lifecycle including performance monitoring and recalibration; Write and maintain production-quality code with testing and automation; Partner on research platform architecture; Collaborate with traders to validate model behavior
