Quantitative Researcher

A systematic Hedge Fund is seeking a Systematic Quantitative Researcher to join its equities and futures investment team. This role is ideal for candidates with 2–5 years of experience in quantitative research or systematic trading strategy development within a hedge fund, proprietary trading firm, or asset manager. You’ll have the opportunity to work closely with experienced PMs and researchers to develop and enhance systematic strategies across global markets.

Key Responsibilities

• Conduct research and development of short- to medium-term systematic strategies with a focus on equities and futures.
• Explore and analyze large, diverse datasets to identify alpha opportunities and market inefficiencies.
• Collaborate with PMs, data scientists, and engineers to translate research ideas into live trading strategies.
• Continuously monitor and refine models based on live trading outcomes and market conditions.

Candidate Requirements

• 2–5 years of experience in quantitative research, alpha generation, or systematic trading (equities or futures preferred).
• Strong programming skills in Python, R, or C++.
• Solid foundation in statistics, econometrics, and time-series analysis.
• Clear evidence of research curiosity and contribution to data-driven trading ideas.
• Master’s or PhD in a quantitative field (e.g., Mathematics, Physics, Statistics, Computer Science, or Engineering).