quantitative researcher

Your future role
Your core objective is to create high-quality predictive signals across global liquid securities, including equities, CTA futures, options/derivatives, Crypto assets, and other markets.
By leveraging access to large and diversified datasets, you will identify statistical patterns and opportunities.
Share and discuss research results, methodology, data sets, and processes with other researchers.
Implement the signals and relevant datasets within the global execution platform.
Monitor signal behavior and model performance over time.
You will lead the full strategy research cycle from signal generation to implementation, focusing on high-frequency/mid-high-frequency strategies (exceptionally strong candidates with mid-low-frequency expertise may also be considered).

Your present skillset
Direct experience as a quant researcher or trader, or in data science/machine learning space.
Minimum of 1 year of professional experience in quantitative research, trading, data science, or machine learning is required.
Advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering.
Strong knowledge in statistics, machine learning, NLP, or AI techniques is a plus.
Proven ability to analyze and model multi-asset datasets (equities, futures, derivatives, Crypto, etc.) across global markets.
Coding skills required in at least one leading programming language (Python, R, MATLAB, C++, or C#).
Experience in exploring large datasets across multiple time frames is a plus.
Intellectual curiosity to explore new datasets, solve complex problems, drive innovative processes, and connect the dots between multiple fields.
Capacity to multitask in a fast-paced environment while maintaining strong attention to detail.
Capacity to work with autonomy within a collegial and collaborative environment.
Strong communication skills to collaborate with technologists, data scientists, and traders across the globe.