Quantitative Researcher (Mid-Freq)

About the role

Develop and research mid-frequency systematic trading strategies using statistical methods and large datasets, contributing to alpha generation, portfolio construction and optimization, and trade execution algorithms. Prototype strategy components and write production-ready code, collaborating with other researchers to develop and refine trading models. Requires at least three years of prior statistical-arbitrage work experience, a degree in a quantitative or technical discipline, and exceptional academic credentials. Candidates should have experience researching large, noisy real-world datasets, strong Python programming skills, attention to detail, and the ability to thrive in a fast-paced environment; C++ experience is a plus.