Quantitative Researcher Equities
Core
Develop predictive signals and features for mid-frequency equity statistical arbitrage strategies, managing the full research pipeline from data processing to live deployment.
Role type
Quantitative Researcher (Equities)
Builds
Alpha generation models and statistical arbitrage strategies for global equities
Domain
Financial markets, Equities, Statistical Arbitrage
Deliverable
production ML models
Required skills
Python, SQL, feature engineering, point-in-time (PIT) data handling, backtesting frameworks, performance attribution, distributed data environments
Preferred skills
Experience with alternative datasets, data cleansing, ticker mapping
Technologies
Python, SQL
Responsibilities
Research and implement predictive signals across global equities; develop robust feature engineering and PIT data cleaning pipelines; collaborate on research infrastructure and backtesting tools; build frameworks for performance attribution and live strategy monitoring
Seniority
Mid-level (2–8 years experience)