Quantitative Researcher Systematic Alpha & Strategy Development

We are partnering with select funds seeking experienced Quant Researchers to join high-impact teams focused on alpha signal research, portfolio optimization, and systematic strategy innovation. This is a role for intellectually rigorous professionals with a proven track record of extracting signal from noise and converting research into deployable, risk-aware trading strategies.

Ideal Candidate Profile:

• 3 -7 years of experience in alpha research across equities, futures, or multi-asset systematic strategies.
• Expertise in time series modelling, statistical arbitrage, alternative data mining, or ML-enhanced alpha research.
• Strong command of Python and/or C++, with practical experience building research pipelines, simulation frameworks, and production-ready signal libraries.
• Comfortable working with large, noisy, high-frequency datasets, and familiar with the nuances of execution, slippage, and regime shifts.

Preferred Attributes:

• PhD or MSc in mathematics, physics, computer science, statistics, or related STEM discipline.
• Experience collaborating directly with traders, PMs, or execution quants to bring signals live.
• Familiarity with cross-validation, feature engineering, and overfitting risk in production alpha environments.

This is ideal for researchers who are seeking more ownership, closer integration with capital deployment, or a transition from siloed R&D to front-office aligned quant roles. Were especially keen to connect with individuals who thrive in hypothesis-driven environments and can point to real-world trading impact from their research.