Researchers

We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across global equities market, with short-term strategies. Key Responsibilities: Research and design alpha intraday strategies in global equities . Conduct data analysis, model training, signal validation and backtesting. Collaborate closely with portfolio managers and data engineers to implement and optimize trading models and portfolios. Monitor live strategy performance and continuously refine models for stability and capacity. What You’ll Bring: ~ PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline. ~2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies ~ Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms Our Benefits: Competitive compensation among top hedge funds, bonus cut from PnL. Fully paid parental leave, generous PTO (paid time off)