
Posted 5 days ago
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**Quantitative Researcher (Intraday Stat-Arb):** Develop high- to mid-frequency alpha strategies in cash equities for a renowned global multi-strat fund. Lead full pipeline research: feature engineering, signal generation, modeling, and implementation. Collaborate in a lean, high-performing team. Requires MS/PhD in STEM, 2+ years in systematic alpha research, market microstructure knowledge, Python proficiency, and C++ exposure beneficial.
- Compensation
- Not specified
- City
- Not specified
- Country
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Currency: Not specified
Full Job Description
Were 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.
Theyre currently hiring for a newer pod, led by a proven PM whos just come off a 24-month non-compete and is now looking to build out the team.
What youll 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 wasnt 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 youd like to learn more, dont hesitate to click apply!





