Quantitative Researcher
Core
Develop systematic investment strategies across asset classes using statistical learning and large datasets to generate alpha.
Role type
Senior IC quantitative researcher (systematic investing)
Builds
Quantitative investment strategies, signal analytics, backtesting tools, and portfolio analytics
Domain
Alternative investment / Quantitative finance
Deliverable
production ML models
Required skills
Python (pandas, NumPy, scikit-learn), statistics, probability, optimization, empirical modeling, large financial datasets, reproducible research workflows
Preferred skills
PhD in quantitative field, experience in systematic equities/cross-asset/multi-asset derivatives, tail hedging strategies, machine learning, trading cost analysis, intraday strategy research
Technologies
pandas, NumPy, SciPy, Polars, scikit-learn
Responsibilities
Conduct original research and develop systematic investment strategies; Generate and test new research ideas using financial intuition and statistical learning; Build and improve research infrastructure including data pipelines and backtesting tools; Analyze strategy performance regarding robustness, transaction costs, and risk exposures; Research opportunities across futures, forwards, options, swaps, and cash instruments; Partner with portfolio managers and technologists to move ideas into production; Monitor live strategies and refine models based on empirical results
Seniority
Senior, hands-on IC