About this job
You'll be part of a collaborative, research-driven environment focused on data, technology, and scientific rigor. The role involves:
* Designing, testing, and refining systematic alpha strategies across global markets
* Working with high-quality data sets to identify inefficiencies
* Leveraging advanced statistical and machine learning techniques
* Collaborating closely with portfolio managers, engineers, and data scientists
* Ensuring robust implementation and performance of strategies in live environments.
Requirements:-
* 3+ years of experience researching and building alpha-generating strategies
* Proven track record in medium or high-frequency systematic trading
* Strong programming skills (Python, C++, or similar)
* Deep understanding of statistics, econometrics, or machine learning
* Experience with large datasets and signal research
* MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Computer Science, Financial Engineering)
Please send a PDF CV to