Quantitative Researcher
Core
Creating high quality intraday predictive alpha signals in cash equities using order book and alternative datasets, applying ML techniques, and solving optimal execution optimization problems.
Role type
Quantitative Researcher (Cash Equities)
Builds
Intraday predictive alpha signals and execution optimization models for systematic investment strategies
Domain
Financial markets (Cash Equities, Futures, FX, Options) + Machine Learning
Deliverable
production ML models
Required skills
Statistics, Machine Learning, Python or R, Analytical problem solving, Market impact modelling
Preferred skills
Market microstructure knowledge, Intraday alpha research experience, Large tick data handling, Building ML models
Technologies
Python, R
Responsibilities
Creating intraday predictive alpha signals from order book and alternative datasets, Applying ML techniques to alpha research, Solving optimal execution optimization problems, Identifying highest P&L opportunities, Conducting in-depth market impact modelling, Collaborating with researchers across the firm
Seniority
Mid-Senior, hands-on IC