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 quantitative researchers across the firm. Candidates should have a PhD or exceptional master's or bachelor's qualification in a quantitative subject, strong analytical and statistical/machine-learning expertise, and proficiency in a high-level language such as Python or R. Relevant advantages include intraday alpha research, machine-learning model development, large and tick data experience, and knowledge of market structure and microstructure.