Quantitative Researcher -Data Infrastructure & Signal Development
Core
Build and maintain research data infrastructure for systematic equities strategies while developing and testing intraday trading signals using statistical and machine learning methods.
Role type
Senior quantitative researcher (data infrastructure & signal development)
Builds
High-performance research data pipelines and validated trading signals for a systematic equities pod
Domain
Financial services / Quantitative trading / Market microstructure
Deliverable
production ML models
Required skills
Python (Polars, Pandas, NumPy, SciPy), statistical methods (regression, time-series, hypothesis testing), data engineering (pipeline design, data quality), feature engineering, backtesting frameworks
Preferred skills
tick-level/order-book data analysis, Apache Arrow/Parquet, kdb+/q, AI-assisted development tools
Technologies
Python, Polars, Pandas, NumPy, SciPy, Apache Arrow, Parquet, kdb+/q
Responsibilities
Build and maintain research data pipelines for tick-level and minute-bar equity data; Design and implement high-performance research environments; Develop, backtest, and validate intraday alpha signals; Perform feature engineering on market microstructure data; Build automated backtesting frameworks with transaction cost modeling; Collaborate with C++ developers to publish signals to production; Monitor live signal performance and detect regime changes; Document research findings and maintain reproducible notebooks
Seniority
Senior, hands-on IC
