Mid-level Quantitative Researcher
This mid-level role focuses on developing predictive trading models and strategies by applying advanced statistical techniques to financial datasets, with a strong emphasis on end-to-end research, backtesting, and risk management in systematic equity trading. Candidates should demonstrate expertise in translating complex market data into actionable alpha signals while maintaining rigorous innovation in problem-solving.
Skills required
About this role
Job Responsibilities:
Apply rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models and strategies.
Perform full research and development cycles of global equity quantitative trading, including idea generations, data cleaning, strategy backtesting, portfolio optimization, risk management and production monitoring.
Qualifications:
3-5 years of work experience in systematic alpha research/equity trading.
Have a good track record of innovative thinking and problem solving.
Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. Have formal training of independent academic research.
Programming skills: proficient in the following programming languages - C++ and Python.
Good communicator, being rigorous, patient, and having a strong sense of teamwork.
Highly motivated, and able to work in a fast-paced environment.
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