Quantitative Researcher
About the Role
You will research and develop alpha-generating signals, build statistical models and machine learning frameworks, and collaborate closely with developers and traders to implement strategies. You will contribute across the profit pipeline including alpha generation, inventory management, risk management, execution and strategy logic, while adapting methods for high-frequency, low-latency environments.
Requirements
- 3+ years quantitative research experience within a HFT/MFT systematic environment
- Advanced degree in a quantitative field preferred (Mathematics, Physics, Computer Science, Engineering)
- Python expertise with proven research track record
- Experience with market-leading modelling and learning methods
- Experience with high performance HFT requirements and low-latency systems
- Experience in traditional finance and cryptocurrency markets is highly desirable
- Strong communication skills and fluency in English
- Critical thinker and data-driven decision maker
- Entrepreneurial drive
Responsibilities
- Research and develop alpha-generating signals
- Build statistical models and machine learning frameworks
- Collaborate with developers and traders on strategy implementation
- Contribute across the profit pipeline including alpha generation, inventory management, risk management, execution and strategy logic
Benefits
- Competitive compensation with potential upside
- Remote-first setup with flexibility (core coverage expected for your trading region)
- Private healthcare with dental
- Work From Away (WFA) policy
- 25 days leave plus national holidays
- Annual team and company-wide offsite