Quantitative Researcher - Experienced (DV Equities)

Аналитика рынка

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Описание

Overview: We are looking for an experienced Quantitative Researcher to join our equities team. This role is open to candidates with hands-on experience in either high-frequency orderbook research or longer-term signal generation. You will work closely with senior researchers and traders across our global offices (NYC, London, and Hong Kong) to explore market data, develop predictive signals, and build models that directly inform real trading decisions. This is a full-cycle research role-from data exploration to production deployment, from model development to live performance monitoring-with end-to-end ownership of the research process. Responsibilities Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons Build and backtest quantitative models using historical market data Apply statistical and machine learning techniques-with an emphasis on tree-based methods-to enhance signal quality Collaborate with researchers and traders to translate research insights into production-ready strategies Develop and maintain data pipelines for large-scale, high-frequency, and time-series market data Continuously monitor and iterate on live signals and models based on performance , Random Forest, XGBoost, LightGBM) is a plus Experience in a proprietary trading or hedge fund environment is a plus Experience with C++ or other low-level languages is a plus

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