Quantitative Researcher

About the Role

As a Quantitative Researcher, you will lead the development of systematic investment strategies across multiple asset classes. You'll conduct original research, build production-ready models, and contribute to our alpha generation capabilities.

This is a senior role requiring deep expertise in quantitative methods and the ability to translate research insights into implementable trading strategies.

Responsibilities

• Develop and implement systematic trading strategies based on original research
• Conduct rigorous backtesting and out-of-sample validation
• Collaborate with portfolio managers on strategy integration and position sizing
• Mentor junior researchers and contribute to team knowledge sharing
• Stay current with academic literature and industry developments

Requirements

• PhD in Mathematics, Statistics, Physics, Computer Science, or related quantitative field
• Significant experience in quantitative research at a hedge fund, asset manager, or proprietary trading firm
• Track record of developing successful systematic strategies
• Expert-level Python programming; C++ experience is a plus

Preferred Qualifications

• Published research in finance or related quantitative field
• Experience with alternative data sources
• Deep expertise in specific asset class or strategy type