Lead Quantitative Researcher - QIS
Core
Develop new systematic trading strategies and feature engineering processes using alternative data to enhance security selection and decision-making for equities and macro markets.
Role type
Lead Quantitative Researcher (Systematic Trading & Feature Engineering)
Builds
Systematic trading strategies, white papers, and practical use cases demonstrating data value for hedge funds and asset managers.
Domain
Finance (Alternative Data, Quantitative Investment Strategies, Equities)
Deliverable
production ML models | product features
Required skills
Quantitative research, feature engineering, signal amplification, portfolio backtesting, hypothesis testing, Python, SQL
Preferred skills
Machine learning, big data technologies, enriched textual content analysis, econometrics, applied mathematics
Responsibilities
Identify and validate predictive signals within datasets; formulate systematic trading strategies across multiple asset classes; drive new feature engineering processes; present robust trading strategies to quantitative analysts and portfolio managers; create white papers to establish thought leadership.
Seniority
Senior, hands-on IC with leadership responsibilities