Quantitative Researcher - Multi Asset

About the role

Research, develop, and backtest systematic trading strategies across multiple asset classes, using statistical modeling, machine learning, and large datasets to identify predictive signals and market inefficiencies. Collaborate with investment and technology teams to deploy strategies, monitor and attribute performance, and improve models, portfolio construction, and risk management. Candidates should have a strong academic background in a quantitative discipline and experience conducting quantitative research in a hedge fund, proprietary trading firm, or similar investment environment. They should be proficient in Python and/or C++, understand statistical modeling, time-series analysis, probability, optimization, and quantitative finance, and have experience developing and validating signals and backtests.