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
Alternative Investment Management / Quantitative Finance / Equity Markets
Deliverable
production ML models | product features
Required skills
Econometrics, Statistics, Python, Data Sourcing, Signal Construction, Portfolio Optimization, Risk Modeling, Statistical Analysis, Research Design
Preferred skills
Machine Learning, LLMs/AI techniques, Live Trading experience, Fixed Income/Macro research collaboration
Technologies
Python
Responsibilities
Identify new investment ideas or innovative data sources; Source, gather, and refine complex data for modeling; Code and perform statistical/ML analysis to build, test, and refine predictive models; Interpret, present, and implement research results; Conduct research on implementation aspects like trading cost models, risk models, and portfolio construction; Collaborate with adjacent research teams to share techniques and insights.
Seniority
Mid-level, hands-on IC