What You Will Do
- Design and backtest systematic trading strategies across equities and derivatives
- Break large research problems into structured, testable sub-problems
- Build hypothesis-driven research pipelines
- Validate ideas using rigorous statistical testing
- Stress-test strategies across regimes, volatility environments, and liquidity conditions
- Think in terms of portfolio construction, not isolated trades
- Continuously refine methodology to improve robustness
- Collaborate with quant developers to transition research into production
Your work will directly impact live capital.
What We Value
1. First-Principles Thinking
You don't rely on indicators because they work.
You ask:
- What inefficiency am I exploiting
- Is it behavioral, structural, or microstructural
- Why should this persist
2. Methodology Over Excitement
You:
- Write down assumptions
- Define variables clearly
- Control for overfitting
- Document experiments
- Run parameter sensitivity tests
- Test robustness before celebrating results
3. Process Orientation
You can:
- Break a vague idea into a step-by-step research framework
- Structure experiments
- Iterate systematically
- Maintain reproducible workflows
4. Long-Term Thinking
You care about:
- Robustness over curve-fit returns
- Consistency over temporary spikes
- Systems that scale
- Compounding intellectual capital
5. Technical Strength
Strong Python (pandas, numpy, vectorization, data manipulation)
- Comfortable building backtests from scratch
- Ability to handle large datasets
- Familiarity with statistics and probability
- SQL is a plus
You should be able to:
- Write clean, modular research code
- Avoid lookahead bias
- Simulate slippage and realistic execution
- Generate structured performance reports
The Intangible
We are looking for someone with:
- Fire in the belly
- Intellectual honesty
- Curiosity beyond working hours
- The hunger to build something meaningful
- The ambition to push forward with original ideas
What You'll Get
- Direct exposure to live systematic capital
- Freedom to research deeply
- A high-performance environment
- The opportunity to grow into senior research or portfolio roles
- The ability to shape the firm's long-term intellectual edge
Required Skills
Quant research'quant trading strategies systematic trading Python stocks Research SQLbacktest
Additional Job Description:
2-6 Years experience and Required Skills Quant research quant trading strategies systematic trading Python stocks Research SQL backtest
