This is a technically deep, model-focused role, offering end-to-end ownership of the research and development cycle — from initial hypothesis and signal design through to production deployment and ongoing performance evaluation. You’ll be joining a team that prizes empirical rigor, strong coding ability, and original thinking grounded in statistical and mathematical foundations.

Role Overview

1. Develop and refine systematic alpha models across asset classes (including Futures, FX, and Equities), leveraging high-quality, high-frequency datasets.
2. Apply modern and classical statistical techniques to extract persistent predictive signals from noisy, non-stationary time series.
3. Validate models using robust empirical and out-of-sample testing frameworks; challenge assumptions through critical analysis and performance attribution.
4. Collaborate with senior researchers, infrastructure engineers, and execution specialists to bring strategies into production within a real-time environment.
5. Actively contribute to research architecture, data tooling, and research methodology improvements.

Candidate Profile

1. Advanced academic credentials (PhD or MSc) in a quantitative field such as Applied Mathematics, Physics, Statistics, Computer Science, or Engineering.
2. Demonstrated depth in statistical modeling, time-series forecasting, and signal validation techniques.
3. Strong Python programming skills, particularly in the context of numerical analysis, data processing, and research automation.
4. Experience handling large, complex datasets and an appreciation for data quality, structure, and limitations.
5. Independent problem-solving ability combined with a collaborative research mindset.

Desirable Additions

1. Exposure to large-scale financial datasets and experience in systematic trading research.
2. Familiarity with C++ or other compiled languages used for latency-sensitive components.
3. Practical understanding of portfolio construction, execution modeling, or production deployment in a systematic setting.

This is an opportunity for a technically strong quant with a passion for research to contribute to a high-impact team working at the frontier of systematic trading. A deep curiosity, a scientific mindset, and a drive to build performant, real-world models are essential.