Quantitative Researcher

MidLow Frequency Quantitative Researcher - Systematic TradingWe are seeking a highly skilled Quantitative Researcher to join a systematic trading team, focusing on mid- and low-frequency strategies across global markets. The ideal candidate will have a strong background in statistical modeling, signal generation, and portfolio optimization, with a hands-on approach to research and implementation.Responsibilities:Conduct research on alpha signals, market inefficiencies, and risk premia across equities, futures, and other asset classes.Develop and implement mid- and low-frequency trading strategies, balancing predictive power and execution costs.Work closely with portfolio managers and developers to integrate strategies into the trading pipeline.Utilize statistical and machine learning techniques to refine signal generation and risk management.Backtest and validate strategies using large-scale historical and real-time data.Optimize portfolio construction techniques to enhance risk-adjusted returns.Requirements:Advanced degree (MScPhD) in a quantitative field such as Mathematics, Statistics, Computer Science, or Financial Engineering.1+ years of experience in systematic trading, ideally focusing on midlow-frequency strategies.Strong programming skills in Python andor C++, with experience working in a research-driven environment.Deep understanding of statistical analysis, econometrics, and machine learning applied to financial markets.Hands-on experience with large-scale financial data, time-series modeling, and predictive analytics.Knowledge of market microstructure and execution strategies is a plus.Ability to work in a fast-paced, collaborative environment with strong attention to detail.

Created: 2025-02-22