Quantitative Researcher
On-site
Core
Research alphas within markets and create systematic trading strategies from signal generation to execution.
Role type
Quantitative Researcher
Builds
Systematic trading strategies
Domain
Quantitative finance
Deliverable
production ML models
Required skills
Alpha research, signal generation, portfolio construction, backtesting, Python, C++, Java, advanced quantitative degree (Math/Stats/Physics/CS), financial market knowledge
Preferred skills
Professional experience in alpha generation, top academic institution background
Responsibilities
Undertake innovative research projects to uncover signals in large, noisy datasets; Extract alphas to create systematic trading strategies; Back-test strategies against historical markets and take them live on the firm's trading framework
Seniority
Graduate to mid-level (~4 years experience)
