Quantitative Researcher (HFT Equities)

Overview:

We are working with a leading systematic hedge fund that is looking for a Quantitative Researcher to join a team focused on discovering and capitalizing on short-term trading opportunities in equity markets. This role involves hands-on research, advanced data analysis, and close collaboration with other researchers and technologists to develop and improve systematic trading strategies in the HFT/intraday equities markets.

What You'll Do:

• Conduct applied quantitative research to uncover systematic inefficiencies in equities markets

• Propose and refine short-horizon alpha signals based on intraday and high-frequency data

• Enhance and optimize existing trading strategies

• Take part in the full research and development workflow-from data engineering and signal research to backtesting and deployment

• Improve research tools and infrastructure to boost team productivity

• Contribute to a collaborative team culture with shared ownership of outcomes

What We're Looking For:

• A degree (Bachelor's or higher) in a quantitative discipline such as mathematics, statistics, computer science, or related field

• At least 3 years of experience researching and developing systematic equity strategies, with a focus on high frequency or intraday signals

• Solid understanding of data science techniques, including feature engineering and signal combination

• Experience working with large datasets and building scalable research pipelines

• Strong coding skills in C and Python, with experience working in a Linux-based environment

• Familiarity with cloud computing platforms like AWS

• Self-starter with strong analytical skills and a drive for ownership

• Team-oriented mindset and a passion for collaborative problem-solving