Quantitative Researcher — Equities

The Role

You will design, test, and deploy alpha signals for our global equities book — from microstructure features measured in microseconds to cross-sectional models rebalanced over weeks. You own the full lifecycle: hypothesis, data, backtest, adversarial review, and live monitoring.

What You'll Do

• —Develop and validate predictive signals on tick-level and daily equities data
• —Build robust backtesting experiments with realistic cost and impact models
• —Partner with engineers to move research from notebook to production in days
• —Monitor live strategies, diagnose decay, and iterate without sentiment
• —Present findings at the firm-wide research seminar

What We Require

• —Advanced degree (MS/PhD) in mathematics, statistics, physics, CS, or similar
• —Strong programming ability in Python; comfort with large datasets
• —Deep grounding in probability, statistical inference, and experimental design
• —Intellectual honesty: you enjoy being wrong quickly

Nice to Have

• —Prior systematic trading or market microstructure research
• —Experience with C++ or Rust
• —Publications or open-source research work