Quant Researcher
Core
Develop and improve quantitative investment strategies in equity markets, managing the full research lifecycle from idea generation and data sourcing to signal construction, testing, portfolio construction, and trade execution.
Role type
Quantitative Researcher (Equity Markets)
Builds
Predictive models, trading cost models, risk models, and optimized portfolios for systematic investment strategies.
Domain
Financial Services / Quantitative Equity Research
Deliverable
production ML models
Required skills
Advanced quantitative skills (econometrics/statistics), Python programming, statistical/ML analysis, data modeling, signal construction, portfolio optimization
Preferred skills
Experience with LLMs/AI techniques, live trading experience, cross-asset class research
Technologies
Python, statistical tools, ML frameworks
Responsibilities
Identify new investment ideas and innovative data sources; Source, gather, and refine complex data for modeling; Code and perform statistical/ML analysis to build and test predictive models; Interpret and implement research results; Conduct research on trading cost, risk, and portfolio construction models; Collaborate with adjacent research teams (fixed income, macro).
Seniority
Mid-level (3+ years experience)
