Quantitative Researcher - Cash Equities

About the role

Develop intraday predictive alpha signals for cash equities using order book and alternative data, apply machine learning, and conduct market impact modeling. Solve optimal execution problems, identify high-value P&L opportunities, and collaborate with quantitative researchers across the firm. Candidates should have a PhD or exceptional master's or bachelor's qualification in a quantitative subject, strong analytical skills, and deep knowledge of statistics and machine learning. Expertise in Python or R is expected; experience in intraday alpha research, ML modeling, large datasets, tick data, and market microstructure is advantageous.