Quantitative Researcher - Global Equities

About the role

Research global equity markets to identify alpha opportunities, and develop, test, and implement systematic signals, predictive models, and trading strategies. Collaborate with investment and engineering teams to evaluate strategies, improve portfolio construction and research infrastructure, and account for execution, transaction costs, and market microstructure. Requires a strong academic background in a quantitative discipline and several years of quantitative research experience, ideally in a hedge fund, proprietary trading firm, or systematic investment environment. Candidates should have experience developing systematic equity strategies, strong statistical and data analysis skills, Python proficiency, familiarity with large financial datasets and backtesting frameworks, and the ability to own research projects through implementation.