What You’ll Do:
*Conduct end-to-end research on systematic strategies across liquid asset classes (equities, futures, FX, or rates).
*Leverage large datasets, machine learning techniques, and advanced statistical modelling to uncover persistent sources of alpha.
*Collaborate closely with other researchers, portfolio managers, and technologists in a highly integrative research culture.
*Iterate and improve signal construction, portfolio optimization, and risk models with access to world-class infrastructure and tooling.
What We’re Looking For:
*4–6 years of systematic research experience at a top collaborative hedge fund (e.g., Two Sigma, AQR, PDT, etc.).
*Deep expertise in alpha signal research, with a proven track record of contributions to production strategies.
*Strong programming skills in Python (or similar), and comfort working with large, noisy datasets.
*A highly analytical mindset with fluency in statistics, probability, and time-series analysis.
*Advanced degree (Master’s or PhD) in a quantitative discipline preferred, but not required.
Why This Role:
*Join a high-conviction, low-politics team that values idea meritocracy and intellectual honesty .
*Work alongside researchers and PMs who are genuinely collaborative — not siloed or secretive.
*Access deep resources and institutional-grade infrastructure to bring ideas to life quickly and at scale.
*Significant upside and career growth for researchers who drive real impact.