Open Futures - Quantitative Researcher - Alpha Research

Description:

Role Overview:

We are looking for a highly analytical and driven Quantitative Researcher to join the Alpha Research team.

The role focuses on developing, testing, and deploying data-driven strategies to generate alpha across financial markets.

The ideal candidate will have strong mathematical, statistical, and programming skills, along with a deep interest in financial markets.

Key Responsibilities (KRA):

- Develop and implement quantitative models to identify alpha-generating opportunities across asset classes

- Conduct rigorous backtesting and performance analysis of trading strategies

- Analyze large structured and unstructured datasets to extract actionable insights

- Collaborate with trading and technology teams to optimize strategy execution

- Continuously monitor and refine models based on market conditions and performance metrics

- Research new data sources and innovative techniques to enhance predictive capabilities

- Ensure robustness, scalability, and efficiency of models in live trading environments

- Document research methodologies, findings, and model performance

Required Skillsets:

- Strong foundation in Mathematics, Statistics, Econometrics, or related quantitative fields

- Proficiency in programming languages such as Python, R, or C++

- Experience with data analysis libraries (NumPy, Pandas, SciPy, etc.)

- Solid understanding of financial markets, instruments, and trading strategies

- Hands-on experience with time series analysis and statistical modeling

- Familiarity with machine learning techniques and their application in finance

- Strong problem-solving and analytical thinking abilities

- Ability to work with large datasets and optimize computational performance

- Knowledge of backtesting frameworks and risk management concepts

Preferred Qualifications:

- Bachelors/Masters degree in Engineering, Mathematics, Statistics, Finance, or related field

- Exposure to alpha research, systematic trading, or quantitative investing

- Experience with alternative data (news, sentiment, satellite, etc.) is a plus

- Understanding of derivatives and market microstructure