Role:-

• Perform rigorous and innovative research to discover systematic anomalies in the equities market
• End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation
• Identify and evaluate new datasets for stock return prediction
• Maintain and improve portfolio trading in a production environment
• Contribute to the analysis framework for scalable research

Requirements:-

• MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
• 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research
• Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus
• Experience with signal blending and portfolio construction
• Demonstrated proficiency in Python
• Highly motivated, willing to take ownership of his/her work
• Collaborative mindset with strong independent research abilities

Apply:-

Please send a PDF CV to