Quantitative Researcher — Systematic Strategies

What you will do

• Formulate and test hypotheses across market and related datasets.
• Develop signals, forecasting models and portfolio or strategy components.
• Build reproducible experiments with appropriate controls for leakage and overfitting.
• Evaluate transaction costs, capacity, stability and performance across market regimes.
• Partner with engineers and traders on implementation, monitoring and continued refinement.

What you bring

• Experience conducting quantitative research on complex, noisy data.
• Strong foundations in probability, statistics and numerical methods.
• Proficiency in Python and the ability to turn mathematical ideas into tested code.
• Evidence of sound experimental judgment, including knowing when to reject a result.
• The ability to explain methods, limitations and conclusions precisely.

Additional experience

Statistical arbitrage, time-series forecasting, market microstructure, machine learning or portfolio construction are relevant. Research carried into a production environment is particularly valuable.

Your application

Describe your relevant experience and the work you would bring to this role. You may include a link to your CV, professional profile or relevant work.

Please do not disclose confidential information belonging to a current or former employer.