Quantitative Researcher
Core
Design, calibrate, and deliver production models for central liquidity strategies (CLS) trading, focusing on market microstructure, factor risk, transaction costs, and alpha signals across global equities.
Role type
Senior IC quantitative researcher (financial engineering)
Builds
Production models and research platform for CLS trading
Domain
Financial services / Quantitative trading / Equities
Deliverable
production ML models
Required skills
Statistical modeling, Machine learning theory, Python, kdb+, Time-series modeling, Gradient-boosted trees, Deep learning (PyTorch), Model lifecycle management, CI/CD practices
Preferred skills
Equity execution experience, Live analytics, PyKX, Distributed training, Cloud tooling
Technologies
Python, kdb+, PyTorch, Git, Unix/Linux, Bash
Responsibilities
Design and calibrate models for market microstructure and alpha signals; Own full model lifecycle including performance monitoring and recalibration; Write and maintain production-quality code with testing and automation; Partner on research platform architecture; Collaborate with traders to validate model behavior.
