Quantitative Researcher - Cash Equities

About the role

Develop intraday predictive alpha signals for cash equities using order book and alternative datasets, applying machine learning and conducting market impact modeling. Solve optimal execution problems, identify high-value P&L opportunities, and collaborate with systematic research teams across the firm. Applicants should have a PhD or an exceptional master's or bachelor's qualification in a quantitative subject, strong statistical and machine learning expertise, and proficiency in a high-level language such as Python or R. Relevant experience in intraday alpha research, machine learning models, large datasets, tick data, or market microstructure is advantageous, alongside strong analytical, communication, and project-delivery skills.