Quantitative Researcher

About the Role

We are hiring a Quant Researcher to design, test, and deploy systematic trading research for a hedge fund strategy. You will work closely with trading, engineering, and data teams to turn ideas into production-ready signals and models.

Responsibilities

• Research alpha signals across equities, futures, options, FX, or crypto (depending on our focus)
• Build and evaluate predictive models and statistical arbitrage strategies
• Design robust backtests with proper transaction costs, slippage, and risk controls
• Perform feature engineering on large, noisy datasets
• Monitor model performance and iterate based on live results
• Document research clearly and communicate findings to stakeholders

Requirements

• Minimum 2 years of experience in the skills mentioned below
• Strong programming skills in Python (NumPy, pandas, scikit-learn) and strong statistics
• Experience with time series modeling, optimization, and hypothesis testing
• Solid understanding of market microstructure and common backtesting pitfalls
• Ability to work with large datasets and write clean, reproducible research
• Bachelor's, Master's, or PhD in a quantitative field (CS, Math, Stats, Physics, Engineering, or similar)

Nice to Have

• Experience with portfolio construction, risk models, and execution research
• Experience with Rust, C++, or smart contract development
• Familiarity with cloud tooling and data pipelines (AWS, GCP)

Compensation

Competitive, based on experience. Performance-linked bonus may apply.

Employment Details

Location: Remote

Employment Type: Full-time