Quantitative Researcher, PhD
Core
Develop systematic trading strategies by extracting predictive signals from high-frequency market microstructure data and deploying robust, scalable trading models.
Role type
Senior quantitative researcher (market microstructure)
Builds
Production trading strategies and research infrastructure
Domain
Financial markets / Quantitative trading
Deliverable
production ML models
Required skills
Advanced mathematical modeling, statistical analysis, Python, C++/Java, feature engineering, hypothesis testing
Responsibilities
Research predictive signals from market microstructure data, design and evaluate new features using granular market data, develop statistical and machine learning models for systematic trading, build robust research infrastructure and analytical tools, collaborate with researchers and Portfolio Managers to deploy ideas into live trading
