Senior Quantitative Researcher - Risk Modeling

About the role

Lead end-to-end research and production for trading strategies, using high-frequency market data, statistical and machine learning methods, and rigorous backtesting to generate alpha and improve execution. Build portfolio risk models and monitoring systems, establish research and data standards, and mentor junior researchers while collaborating with trading and infrastructure teams. Requires at least five years of experience in quantitative research, systematic trading, or statistical modeling, expert-level Python, strong SQL, and demonstrated success developing and deploying profitable systematic strategies. A quantitative master's degree is strongly preferred, with a PhD a plus; candidates should also have deep expertise in probabilistic modeling, high-frequency data, portfolio risk, and mentoring.