Quantitative Researcher

About the CompanyMy client is a leading global investment management firm that delivers high-quality, uncorrelated returns through a diversified set of systematic and quantitative strategies across global financial markets. The firm’s success is driven by deep expertise in trading, technology, and operations, underpinned by rigorous scientific research. As a highly technology- and data-driven organization, it builds proprietary, cutting-edge systems ranging from high-performance trading platforms to large-scale data analytics and compute infrastructure. With a global footprint, the firm fosters true cross-border collaboration by aligning investment, technology, and operations teams worldwide. Complementing its systematic platform, the firm also runs discretionary strategies to capitalize on opportunities not well suited to purely systematic trading.About the RoleRole/Responsibilities: Perform rigorous and innovative research to discover systematic anomalies in equity markets.ResponsibilitiesEnd-to-end development: alpha idea generation, data processing, strategy backtesting, optimization, and production implementationIdentify and evaluate new datasets for stock return predictionsMaintain and improve the portfolio trading in the production environmentQualificationsMS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statisticsPrevious experience within top hedge funds or investment banks as a quantitative researcher Required SkillsDemonstrated proficiency in PythonStrong command of foundations of applied statistics, linear algebra, and time series modelsAbility to quickly and efficiently scrub, format, and manipulate large, raw data sourcesKnowledge of financial marketsHighly motivated, willing to take ownership of his/her workCollaborative mindset with strong independent research abilityCommitment to the highest ethical standardsPreferred Skills