Quantitative Researcher

About Us:

We are a forward-thinking trading firm focused on building algorithmic and quantitative strategies for the financial markets. As part of our commitment to innovation, we are seeking a Quantitative Researcher to drive the development of data-driven models and trading algorithms that power our investment strategies.

Role Overview:

As a Quantitative Researcher, you will be responsible for researching, designing, and developing sophisticated models to drive alpha generation and risk management. You will work closely with the trading team to transform research into executable strategies and continuously improve our trading edge.

Key Responsibilities:

• Research & Development:
  • Design and implement quantitative models to analyze financial data and identify trading opportunities.
  • Conduct in-depth statistical analysis, machine learning, and data mining to improve strategy performance.
  • Backtest and optimize strategies based on historical data and risk constraints.
• Data Analysis:
  • Work with large datasets, including market data, to extract actionable insights.
  • Implement quantitative frameworks for forecasting, risk management, and portfolio construction.
  • Integrate alternative data sources to enhance strategy development.
• Collaboration & Innovation:
  • Collaborate with the trading team to implement quantitative models into live trading environments.
  • Contribute to ongoing research in portfolio optimization, market microstructure, and algorithmic execution.
  • Present research findings and updates to the team and senior management.
• Technology & Tools:
  • Utilize advanced tools such as Python, R, MATLAB, and SQL for data analysis and model development.
  • Automate research processes and implement tools to improve efficiency.

Key Qualifications:

• Advanced degree (Master’s/PhD) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Strong programming skills in Python, R, or similar languages.
• Proven experience in statistical modeling, machine learning, and time-series analysis.
• Familiarity with financial markets, algorithmic trading, and derivatives.
• Ability to work with large datasets and apply machine learning techniques.

Desired Skills:

• Experience with backtesting platforms and trading systems.
• Familiarity with alternative data sources and their integration into trading models.
• Strong problem-solving skills and the ability to work independently.