Quantitative Researcher, Equities
Core
Develop algorithmic trading strategies using statistics, machine learning, and signal processing to identify market inefficiencies and generate alpha in equities.
Role type
Senior quantitative researcher (statistical arbitrage)
Builds
Intraday statistical arbitrage strategies and automated trading agents
Domain
Financial markets (Equities) + Quantitative finance
Deliverable
production ML models
Required skills
Statistical arbitrage, high-frequency data analysis, Python, C++, machine learning, signal processing, optimization, portfolio construction, NLP
Preferred skills
Systematic trading track record, advanced optimization techniques
Technologies
Python, C++, high-performance computing grid
Responsibilities
Analyze high-frequency market data to identify short-term predictive signals; Build and evaluate models for intraday alpha, risk, and transaction costs; Collaborate with traders and engineers to implement systematic trading strategies; Apply rigorous statistical testing and simulation to validate signals; Create predictive signals using statistics and machine learning; Design automated trading agents for superior execution; Formulate research problems and transition ideas into functional trading systems.
Seniority
Senior, hands-on IC