Quant Researcher & Trader

About the Role A trading firm is seeking a mid-to-senior Quant Researcher to develop and optimize systematic trading strategies across exchange-traded markets. This role focuses on extracting predictive signals from market data, improving execution logic, and contributing to production-grade algorithmic trading systems in a low-latency environment.Key ResponsibilitiesAlpha & Signal ResearchDevelop predictive trading signals using statistical modeling and machine learning techniquesConduct market microstructure research using tick-level and order-book datasetsDesign and test systematic strategies across equities, futures, or derivativesAnalyze signal decay, feature stability, and regime sensitivityBacktesting & ValidationBuild scalable back testing pipelines for strategy evaluationPerform robustness testing across multiple market regimesDetect overfitting risks and improve model generalizationEvaluate transaction costs, slippage, and liquidity effectsExecution OptimizationImprove execution logic and inventory management modelsSupport enhancements to quoting strategies in electronic marketsCollaborate with engineers to deploy production-ready signalsOptimize latency-sensitive components where requiredCross-Team CollaborationWork alongside traders to refine strategy hypothesesPartner with engineering teams on implementation workflowsContribute to internal research tools and analytics frameworksQualifications and ExperienceMSc or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related quantitative discipline5–8+ years experience in quantitative research or systematic trading environmentsStrong programming skills in PythonWorking knowledge of C++ preferredStrong foundation in probability, statistics, optimization, and time-series modelingExperience working with market data at scale#J-18808-Ljbffr