About the Role:
We are a fast-growing quantitative investment fund focused on high-frequency and mid- frequency strategies. As a Quantitative Researcher, you’ll drive alpha discovery by analyzing market data, developing systematic strategies, and contributing to core research initiatives that support our global trading operations.
Key Responsibilities:
- Analyze large-scale datasets across global equity and futures markets to uncover actionable alpha signals.
- Design and implement end-to-end research pipelines, including alpha mining, model development, backtesting, and performance optimization.
- Collaborate closely with trading and engineering teams to bring research ideas into production.
- Support strategic research eEorts that enhance investment decisions and long-term strategy performance.
Requirements:
- Bachelor’s, Master’s, or PhD in a quantitative field such as Mathematics, Physics, Computer Science, or Statistics.
- Proficiency in at least one programming language (e.g., Python, C++, C#, MATLAB, or R) — Python preferred.
- Strong ability to understand and apply academic research, especially in English- language literature.
- Deep curiosity and passion for quantitative finance, with excellent problem-solving and analytical skills.
Preferred Qualifications:
- Award recognition in competitions such as IMO, IPhO, or ACM-ICPC.
- Published work in top-tier academic journals or technical conferences.
Markets We Cover:
- Brazil B3
- CME Group products
- US Equities
- India Options
- (with ongoing expansion into additional global markets)
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