We're building a new systematic US equities trading initiative and are looking for an experienced Quantitative Researcher to take a hands-on role in developing and launching trading strategies.
This is an opportunity to move beyond traditional research and take end-to-end ownership of the trading lifecycle – from alpha discovery and strategy development to live deployment, performance optimization, and P&L generation.
You'll have the freedom to shape trading ideas, influence technical decisions, and work closely with our trading and engineering teams to bring strategies into production.
Responsibilities
- Research and develop systematic trading strategies across US equities, with a focus on intraday and MFT opportunities.
- Identify and evaluate alpha signals using market data, statistical models, and market microstructure insights.
- Own the full research-to-production lifecycle: idea generation, backtesting, validation, deployment, and ongoing optimization.
- Develop and improve portfolio construction, risk management, and execution approaches.
- Monitor live strategy performance, identify opportunities for improvement, and contribute directly to trading P&L.
- Collaborate with trading and engineering teams on infrastructure, analytics, and strategy implementation.
Requirements
- 5+ years of experience in systematic US equities trading or quantitative research.
- Hands-on experience developing alpha signals and contributing to systematic trading strategies.
- Strong understanding of US equity market microstructure, portfolio construction, and risk management.
- Experience with intraday and/or medium-frequency strategies, including active portfolio rebalancing.
- Strong quantitative and analytical skills, with proficiency in Python.
- Ability to understand trading strategies end-to-end and translate research ideas into actionable trading decisions.
- Motivation to take ownership of trading strategies and their performance.
Preferred Experience
- Statistical arbitrage and mean-reversion strategies
- Factor models and short-term alpha prediction
- ETF arbitrage
- Event-driven trading
- Market making and execution alpha
- M&A and earnings releases
- Experience taking strategies from research to live trading