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 Responsibilities

• Alpha & Signal Research
• Develop predictive trading signals using statistical modeling and machine learning techniques
• Conduct market microstructure research using tick-level and order-book datasets
• Design and test systematic strategies across equities, futures, or derivatives
• Analyze signal decay, feature stability, and regime sensitivity
• Backtesting & Validation
• Build scalable back testing pipelines for strategy evaluation
• Perform robustness testing across multiple market regimes
• Detect overfitting risks and improve model generalization
• Evaluate transaction costs, slippage, and liquidity effects
• Execution Optimization
• Improve execution logic and inventory management models
• Support enhancements to quoting strategies in electronic markets
• Collaborate with engineers to deploy production-ready signals
• Optimize latency-sensitive components where required
• Cross-Team Collaboration
• Work alongside traders to refine strategy hypotheses
• Partner with engineering teams on implementation workflows
• Contribute to internal research tools and analytics frameworks

Requirements

• MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related quantitative discipline
• 5–8+ years experience in quantitative research or systematic trading environments
• Strong programming skills in Python
• Working knowledge of C++ preferred
• Strong foundation in probability, statistics, optimization, and time-series modeling
• Experience working with market data at scale