Description

• Research and develop alpha-generating trading signals using statistical, machine learning, and econometric techniques.
• Design, implement, and optimize high-frequency, mid-frequency, or low-frequency trading strategies across equities, futures, FX, or other asset classes.
• Conduct rigorous backtesting and performance analysis to evaluate strategy robustness.
• Work closely with technologists to deploy models into production.
• Continuously monitor and refine existing strategies to adapt to changing market conditions.
• Stay at the forefront of quantitative finance research, incorporating new methodologies into our investment process.

• Advanced degree (PhD or MSc) in a quantitative field (Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or related discipline).
• Strong background in probability, statistics, time-series analysis, and machine learning.
• Proficiency in Python, C++, or R for quantitative research and model development.
• Experience working with large datasets and high-frequency market data.
• Prior experience in quantitative trading, hedge funds, or proprietary trading is a plus.
• Strong problem-solving skills, creativity, and a passion for financial markets.