Quantitative Researcher
Core
Build scalable research infrastructure and drive alpha generation for market microstructure and relative value strategies.
Role type
hands-on quantitative researcher (systematic trading)
Builds
research infrastructure, signal research, backtesting frameworks, and production deployment pipelines
Domain
financial services, systematic trading, market microstructure
Deliverable
production ML models | product features
Required skills
Python (data engineering, statistical analysis, backtesting), market microstructure analysis, relative value strategy research, statistical validation, SQL, cloud data infrastructure
Preferred skills
high-frequency/tick-level data pipelines, multi-asset class research, prop trading background, distributed computing frameworks
Responsibilities
Own end-to-end research pipeline from data ingestion to production deployment; Design and build scalable research infrastructure in Python; Develop and refine signals based on order flow and liquidity dynamics; Research relative value opportunities across equities, futures, and derivatives; Conduct statistical analysis to evaluate signal quality and capacity; Collaborate with traders to translate research into deployable strategies; Improve tooling and data coverage to accelerate research cycles
Seniority
Mid-level, hands-on IC