Quantitative Researcher

We’re working with a global multi-strat fund with one of the strongest reputations on the street, known for top-tier talent, strong infrastructure, and a genuinely collaborative setup. They’re currently hiring for a newer pod, led by a proven PM who’s just come off a 24-month non-compete and is now looking to build out the team. What you’ll be doing: Research in the high- to mid-frequency space across cash equities. Work across the full pipeline: feature engineering → signal generation → modelling → implementation. Collaborate closely within a lean, high-performing team, all working towards the same goal (generating PnL in case it wasn’t clear). Who you are: MS or PhD in a STEM discipline, preferably in applied mathematics/statistics. 2+ years in systematic alpha research, ideally with high-frequency data. Good understanding of market microstructure. Machine learning experience is a plus. Proficiency in Python is a must. Exposure to C++ is nice to have. Overall, this is a great opportunity for someone who enjoys building from scratch and wants to make an immediate impact. If you’d like to learn more, don’t hesitate to click apply!