About the Company
A top-tier global quantitative trading firm known for its performance-driven culture, cutting-edge technology, and ability to uncover unique market opportunities. The firm operates at the highest level of systematic trading, combining advanced research, world-class engineering, and deep market expertise.
About the Role
We are seeking a Senior Quantitative Researcher to join a high-performing trading team. This role sits at the core of the business, focused on developing and deploying systematic trading strategies using advanced statistical and machine learning techniques.
This is a newly established team within a proven platform, offering a rare opportunity to work across the full research lifecycle and have direct, outsized impact on strategy development and performance.
Responsibilities
Analyze large-scale, high-frequency datasets to identify exploitable market patterns
Design and develop predictive models for pricing, forecasting, and alpha generation
Build, test, and deploy systematic trading strategies across asset classes
Own the research process end-to-end, from idea generation through production
Conduct rigorous backtesting and performance analysis to refine strategies
Collaborate closely with trading and engineering teams to optimize execution
Continuously improve research infrastructure, tools, and methodologies
Requirements
Advanced degree in mathematics, computer science, physics, or a related quantitative field (PhD strongly preferred)
Proven track record in systematic trading research with tangible impact on performance
Strong programming skills in Python and/or C++
Deep expertise in statistical modeling, machine learning, and data analysis
Experience working with large, complex datasets in a production environment
Highly analytical, intellectually curious, and driven to solve complex problems
Strong communication skills with the ability to articulate complex ideas clearly