Quantitative Researcher

Responsibilities:

• Research, develop, and implement quantitative trading models across asset classes, e.g., equities, futures, crypto, etc.
• Apply statistical methods, machine learning, and econometric techniques to identify predictive signals.
• Clean, process, and analyze large datasets (tick data, alternative data, etc.) to extract actionable insights.
• Build robust backtesting frameworks to evaluate strategy performance and risk metrics.
• Monitor live strategies, analyze P&L attribution, and refine models to adapt to evolving market regimes.

Requirements:

• PhD/Masters in Quantitative Field, e.g., Mathematics, Physics, Computer Science, Financial Engineering.
• 1+ years of hands-on experience in quantitative research within specific markets, HFT, macro, etc.
• Proven track record in developing profitable trading strategies.
• Proficiency in Python (NumPy, pandas, scikit-learn) and/or C++/Rust for high-performance computing.
• Deep knowledge of statistical modeling time series analysis, Bayesian methods, ML