Quant Researcher - Equities

Quant Researcher - Intraday Global Equities (Multi‑Strat Fund)

We're partnering with a leading global multi‑strategy investment firm to hire a Quant Researcher with 2-5 years of experience conducting research and development of intraday systematic strategies across global equities markets. We are working directly with a Portfolio Manager looking to make their first hire, allowing the candidate to be very hands-on, blending research and development with real trading impact.

• Conduct quantitative research to design, test, and refine intraday alpha signals and systematic strategies in global equities
• Analyze market microstructure, order book behavior, and short‑horizon price dynamics to identify repeatable patterns
• Develop research frameworks for feature engineering, model evaluation, and robust statistical validation
• Collaborate with PMs, traders, and other researchers across the multi‑strat platform to identify new opportunities and integrate cross‑asset insights
• Contribute to the full research lifecycle from idea generation to deployment and ongoing monitoring

• 2-5 years of experience in quantitative research, systematic equities research, or intraday strategy development
• Demonstrated experience generating or contributing to alpha signals or intraday predictive models
• Strong programming skills in Python and/or C++
• Solid understanding of global equities market microstructure and short‑horizon modeling
• Experience working with high‑resolution market data (e.g., tick, order book, trade and quote data)