Quantitative Researcher

As a Quantitative Researcher, you will gain hands-on exposure to the firm’s disciplined research process for identifying investment opportunities across FX, fixed income, interest rates, equities, and commodities. You will work closely with experienced Researchers and Portfolio Managers who will mentor you in developing robust, data-driven predictive models and systematic trading strategies.

Role

Description:

• Support the development, implementation, and testing of quantitative trading strategies.
• Analyze large and complex financial datasets to identify actionable patterns and signals.
• Assist in building and refining statistical and machine learning models under senior guidance.
• Conduct back testing and simulation to evaluate model performance and robustness.
• Clearly document research methodologies, model assumptions, and findings.

Role Requirements:

• 2+ years of professional experience within a quantitative investment firm, hedge fund, or investment management organization.
• Demonstrated experience working with financial markets and market data (e.g., FX, equities, fixed income, commodities, or derivatives).
• Strong analytical, quantitative, and problem-solving capabilities.
• Academic background in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, Econometrics, or a related field.
• Proficiency in Python, R, MATLAB, or comparable programming languages.
• Solid foundation in linear algebra; knowledge of probability, statistics, and time-series analysis.