Senior Quantitative Researcher – Intraday Equities Alpha

<h3 class="heading-3 ace-line old-record-id-SdwQdcrDVo9kS4xYk62c9cYxncb"><strong>About the Role</strong></h3> <p>We are seeking an exceptional quantitative researcher to lead our intraday equities alpha team. You will focus on discovering and modeling short-horizon statistical signals across large equity universes, leveraging high-frequency market data and cross-sectional relationships. This role is ideal for candidates with a strong background in signal research and a deep understanding of market microstructure.</p> <hr> <h3 class="heading-3 ace-line old-record-id-SA39d9MKCoRPp4xFHc6crwKnnsg"><strong>What You'll Do</strong></h3> <ul class="list-bullet1"> <li class="ace-line ace-line old-record-id-Rw07dzM87og1uSxiBKbcK18anPh" data-list="bullet">Develop and test short-term alpha signals using high-frequency (tick-level and order book) data across global equity markets.</li> <li class="ace-line ace-line old-record-id-VtAIdtW2komzsyxVOEIc8pfJnbc" data-list="bullet">Analyze inter-symbol dynamics, liquidity patterns, and cross-sectional dependencies to identify transient inefficiencies and arbitrage opportunities.</li> <li class="ace-line ace-line old-record-id-IQuSdgg6IoVrAyxdoUxcUjGjnGO" data-list="bullet">Conduct rigorous backtesting and performance attribution across large baskets of equities in a fully systematic environment.</li> <li class="ace-line ace-line old-record-id-NHeIdJ5o5oSxjoxQLP2cpeOXnId" data-list="bullet">Collaborate with engineering and trading teams to deploy and monitor strategies in live production.</li> <li class="ace-line ace-line old-record-id-ScVBdk0v6o8D5MxOpHicAdHunge" data-list="bullet">Continuously refine signal stability, robustness, and decay profiles across changing market regimes.</li> </ul> <hr> <h3 class="heading-3 ace-line old-record-id-IUjJdvRFroB96lxMPJhcgncJneb"><strong>What We Look For</strong></h3> <ul class="list-bullet1"> <li class="ace-line ace-line old-record-id-SyH7dNnOioCfHExf2XkcRdpPnmf" data-list="bullet">5+ years of experience in alpha research or quantitative signal development, ideally in intraday or short-horizon equity strategies.</li> <li class="ace-line ace-line old-record-id-OUhJdIKUpohyMuxmTrlcCIYHnVc" data-list="bullet">Deep understanding of market microstructure, order flow dynamics, and execution-related features that affect signal quality.</li> <li class="ace-line ace-line old-record-id-ZdmXdQJY8o5q3nxqewicPixKnbc" data-list="bullet">Strong programming skills in Python and/or C++, and fluency in working with large-scale high-frequency datasets.</li> <li class="ace-line ace-line old-record-id-UHXqdMit8oSSfPxH75PccJaGnv6" data-list="bullet">Experience in cross-sectional modeling and statistical arbitrage frameworks across equities.</li> <li class="ace-line ace-line old-record-id-SD8mdTQYGo47tYxTxBdcoXpynNf" data-list="bullet">Advanced degree (MS/PhD) in a quantitative field such as mathematics, physics, statistics, computer science, or related disciplines.</li> </ul> <hr> <h3 class="heading-3 ace-line old-record-id-HPv0dk00aoFenIxraYrcwFOFnng"><strong>Nice to Have</strong></h3> <ul class="list-bullet1"> <li class="ace-line ace-line old-record-id-L4X3dtTpboM3D0x0Xjqcoj8MnGb" data-list="bullet">Experience with production-level alpha deployment in global equity markets (US, CN, APAC, EMEA).</li> <li class="ace-line ace-line old-record-id-K4YVdRJ33oK66sxLI3FcLYOFn2c" data-list="bullet">Familiarity with execution-aware signal design (slippage modeling, alpha decay, trade-to-book impact).</li> <li class="ace-line ace-line old-record-id-Yc22dBWJkoKTbRxbzFdcblVsn9b" data-list="bullet">Track record of successful signal ideas contributing to live PnL.</li> </ul> <hr> <h3 class="heading-3 ace-line old-record-id-IoJadaeFlo07fhxn8vpc7pB8nhh">Summary</h3> <ul> <li class="heading-3 ace-line old-record-id-IoJadaeFlo07fhxn8vpc7pB8nhh"> <div>You'll work on&nbsp;<strong>short-horizon predictive modeling using high-frequency cross-sectional signals</strong> across equities. You won’t manage execution or risk, but you'll work closely with teams who do. If you're passionate about alpha and fluent in market data, this role is for you.</div> </li> </ul>