Quantitative Researcher (Systematic Equities)

About the role

Research, develop, and deploy systematic trading strategies across global equity markets, including identifying alpha signals, validating models, and designing portfolio construction and risk frameworks. Backtest and monitor live strategies, evaluate performance and market changes, and collaborate with traders and engineers to productionize and improve models. Requires a degree in a quantitative discipline and at least four years of experience in quantitative research or systematic trading in global equities. Candidates must be proficient in Python, understand portfolio-level and style/factor risks, and have experience with large financial datasets and research pipelines, alongside strong organizational, communication, and ethical standards.