Quantitative Researcher – Predictive Signals

Quantitative Researcher – Predictive Signals

A systematic Hedge Fund is looking for a Quantitative Researcher to develop and improve predictive signals used in systematic trading strategies. The role focuses on identifying alpha from market and alternative data using statistical and machine learning technique.

• Research and develop predictive signals (alphas) across one or more asset classes (e.g., equities, futures, FX, crypto).
• Explore and analyze traditional and alternative datasets to uncover exploitable patterns.
• Design and implement statistical, econometric, and machine learning models for return prediction.
• Perform rigorous backtesting, validation, and robustness analysis to assess signal performance.
• Collaborate with portfolio managers, traders, and engineers to integrate signals into live trading systems.
• Monitor live signal performance and iterate based on market regime changes and decay analysis.
• Document research methodology, assumptions, and results clearly and reproducibly.

• Strong background in statistics, mathematics, physics, computer science, or a related quantitative field.
• Proven experience developing predictive models or signals in financial markets or a closely related domain.
• Proficiency in Python (and common data science libraries); experience with Num Py, pandas, scikit-learn, etc.
• Solid understanding of time-series analysis, probability, and statistical inference.
• Ability to work with large datasets and conduct research in a systematic, hypothesis-driven manner.

• Seniority level:
  Mid-Senior level
• Employment type:
  
  Full-time
• Job function:
  Finance
• Industries:
  Financial Services and Investment Management