5+ years of experience in systematic US equities trading or quantitative research.
Hands-on experience developing alpha signals for trading strategies.
Strong understanding of US equity market microstructure and risk management.
Experience with intraday and medium-frequency strategies.
Proficient in Python with strong quantitative and analytical skills.
Ability to translate research ideas into actionable trading decisions.
Motivated to take ownership of trading strategies and their performance.
Responsibilities
Research and develop systematic trading strategies focused on intraday and MFT opportunities.
Identify and evaluate alpha signals using market data and statistical models.
Own the full research-to-production lifecycle from idea generation to optimization.
Develop and enhance portfolio construction and risk management approaches.
Monitor live strategy performance and contribute to trading P&L.
Collaborate with trading and engineering teams on strategy implementation.
Benefits
Opportunity to shape trading ideas and influence technical decisions.
Hands-on role in developing and launching trading strategies.
Freedom to take end-to-end ownership of the trading lifecycle.
Collaborative environment with trading and engineering teams.
Focus on performance optimization and P&L generation.
Full Job Description
Job Description
We're building a new systematic US equities trading initiative and are looking for an experienced Quantitative Researcher to take a hands-on role in developing and launching trading strategies.
This is an opportunity to move beyond traditional research and take end-to-end ownership of the trading lifecycle - from alpha discovery and strategy development to live deployment, performance optimization, and P&L generation.
You'll have the freedom to shape trading ideas, influence technical decisions, and work closely with our trading and engineering teams to bring strategies into production.
Responsibilities
Research and develop systematic trading strategies across US equities, with a focus on intraday and MFT opportunities.
Identify and evaluate alpha signals using market data, statistical models, and market microstructure insights.
Own the full research-to-production lifecycle: idea generation, backtesting, validation, deployment, and ongoing optimization.
Develop and improve portfolio construction, risk management, and execution approaches.
Monitor live strategy performance, identify opportunities for improvement, and contribute directly to trading P&L.
Collaborate with trading and engineering teams on infrastructure, analytics, and strategy implementation.
Qualifications
Requirements
5+ years of experience in systematic US equities trading or quantitative research.
Hands-on experience developing alpha signals and contributing to systematic trading strategies.
Strong understanding of US equity market microstructure, portfolio construction, and risk management.
Experience with intraday and/or medium-frequency strategies, including active portfolio rebalancing.
Strong quantitative and analytical skills, with proficiency in Python.
Ability to understand trading strategies end-to-end and translate research ideas into actionable trading decisions.
Motivation to take ownership of trading strategies and their performance.
Preferred Experience
Statistical arbitrage and mean-reversion strategies
Factor models and short-term alpha prediction
ETF arbitrage
Event-driven trading
Market making and execution alpha
M&A and earnings releases
Experience taking strategies from research to live trading
