Own end-to-end research and production pipelines for a strategy
Lead alpha research initiatives leveraging advanced statistical and machine learning techniques
Process and analyze high-frequency tick data, order book snapshots, and market microstructure signals with sub-millisecond latency requirements
Analyze price formation, market liquidity dynamics, and limit order book imbalances across electronic venues
Build and run Monte Carlo simulations to estimate P&L distributions, risk exposures, and portfolio dynamics
Develop, backtest, and optimize quantitative trading strategies with rigorous statistical validation
Interpret complex model outputs and communicate alpha generation mechanisms to portfolio managers
Write modular, clean, and efficient Python code; build custom analytics libraries and research frameworks
Lead design reviews and establish data quality and research reproducibility standards
Guide 1–2 junior researchers through project delivery and model development
Proactively engage with traders and infrastructure teams to clarify research objectives and resolve data dependencies
Design and maintain real-time risk monitoring systems across multi-asset portfolios
Build models for dynamic position sizing, portfolio optimization, and factor exposure management
Develop stress testing and scenario analysis frameworks for tail-risk events and regime changes
Collaborate with Trading and Risk Management to define VaR limits, leverage constraints, and implement automated risk controls.

Requirements

5–8 years of experience in quantitative research, systematic trading, or statistical modeling
Master's degree in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering) strongly preferred; PhD a plus
Expert-level Python skills; able to build production-grade research and trading systems
Strong SQL skills; experience with complex queries on tick databases and time-series datasets
Deep experience with Monte Carlo methods, stochastic calculus, and probabilistic modeling
Proven ability to develop, backtest, and deploy systematic trading strategies with demonstrable P&L
Experience processing high-frequency tick data and real-time market feeds
Familiarity with AWS or similar cloud infrastructure for large-scale backtesting and research
Track record of mentoring junior quantitative researchers
Excellent communication skills; ability to present complex quantitative research to portfolio managers and trading desks
Experience designing enterprise-grade risk management systems with real-time Greeks calculation
Strong understanding of factor models, correlation structure, concentration risk, and portfolio attribution.

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard skills

PythonSQLMonte Carlo methodsstochastic calculusprobabilistic modelingquantitative trading strategieshigh-frequency tick data processingreal-time market feedsrisk management systemsportfolio optimization

Soft skills

communication skillsmentoringleadershipcollaborationproject deliverydata quality standardsresearch reproducibilityproblem-solvinganalytical thinkingpresentation skills