We are looking for a Quantitative Researcher be part of Futures/Equities Research/Trading team and will develop systematic signals to generate alpha and develop the research platform and portfolio management framework.

Responsibilities:

??? Primary responsibility is to generate new alpha through quantitative signals related to Equities, Futures & FX trading.

??? Build a R&D framework

??? Gather, maintain and analyze data of global Equities, Futures & FX.

??? Conduct market structure and portfolio implementation research in Equities, Futures & FX markets. Qualifications:

??? 2 -5??years of work experience in systematic trading or quantitiative investment management??research.

??? Advanced degree/training in Applied Mathematics, Statistics, Quantitative Finance or related quantitative field.

??? Understanding of financial markets, return drivers, risk control and portfolio construction techniques.

??? Strong ability in the use of computer technology in financial research, statistical programming and modeling skills (using Python, R, etc.) and associated data management.

??? Strong understanding of Futures/FX or Equities datasets.

??? Experience in managing and accessing such data to support research efforts.

??? Ability to work efficiently and multi-task effectively??

??? Conduct end-to-end research project work, from data gathering to hypothesis testing to implementation.

??? Expertise with large datasets of market micro-structure data, including intra-day quote and trade execution data, is a plus

??? Effective communication skills, both written and verbal. Benefits:

Firm offers competitive??compensation (salary +bonus), excellent benefits, including competitive 401k match, employer-paid life & disability insurance, generous vacation and personal time off, Hybrid / Remote work environment