Quant Researcher/Trader

About the Role:

We are looking for exceptionally talented Quantitative Researchers who are passionate about leveraging advanced mathematical, statistical, and computational techniques to develop and optimize algorithmic trading strategies. You will work with large-scale financial datasets and collaborate closely with software engineers and traders to deploy high-performance trading models across multiple asset classes.

Key Responsibilities:

1. Quantitative Research & Strategy Development

- Apply advanced mathematical and statistical methods to model and forecast market behavior.

- Design and implement novel quantitative trading strategies.

2. Data Analysis & Pattern Recognition

- Analyze large financial datasets to uncover inefficiencies and identify alpha-generating opportunities.

- Extract meaningful patterns using machine learning and statistical tools.

3. Algorithm Development & Backtesting

- Develop and rigorously backtest trading algorithms using historical data.

- Evaluate performance across multiple market conditions and timeframes.

4. Academic Research Integration

- Review financial literature and academic journals.

- Translate theoretical models into practical, actionable trading strategies.

5. Strategy Execution & Deployment

- Deploy trading strategies in live environments using proprietary platforms.

- Optimize for execution speed, reliability, and scalability.

6. Risk Management & Portfolio Optimization

- Monitor strategy performance and perform risk assessment.

- Optimize capital allocation and execution methods for maximum Sharpe ratio and minimum drawdown.

Requirements:

Education

- Degree in a quantitative or technical discipline (e.g., Mathematics, Computer Science, Physics, Electrical Engineering, Financial Engineering) from a top-tier university.

Technical Skills

- Proficiency in Python or R, and C++/C#.

- Strong understanding of data structures, algorithms, and object-oriented programming.

Quantitative Expertise:

- Strong analytical and problem-solving skills.

- Ability to conduct rigorous research with a scientific mindset.

Experience:

- 3-12 years of experience in developing and deploying quantitative trading strategies.

- Solid background in financial markets and statistical modeling.

Track Record

- Proven live PnL track record with strong risk-adjusted returns.

Work Ethic

Highly disciplined, self-motivated, and results-oriented.

Strong attention to detail with a focus on continuous improvement.