Quantitative Researcher – Systematic Equities
Core
Research and develop alpha-generating systematic equity strategies using statistical techniques, machine learning, and large-scale data analysis.
Role type
Quantitative Researcher (Systematic Equities)
Builds
Predictive models, research infrastructure, and analytical tools for portfolio performance
Domain
Financial Services / Quantitative Equity Trading
Deliverable
production ML models
Required skills
Python programming, statistical analysis, machine learning, backtesting, data cleaning, hypothesis-driven problem solving
Preferred skills
Alternative datasets, fundamental data, statistical arbitrage, market-neutral strategies
Technologies
Python
Responsibilities
Generate and evaluate new alpha ideas, research and analyze structured/alternative datasets, design and refine predictive models, build research infrastructure, perform rigorous backtesting, collaborate with Portfolio Managers
Seniority
Mid-Senior, hands-on IC