Quantitative Trading & Research, Systematic Trading, Associate

What you'll do

• Design and implement end-to-end signal research and deployment infrastructure for equity derivatives.
• Develop alpha signals and systematic strategies from initial idea generation through to production implementation.
• Model equity options and volatility dynamics to translate market insights into deployable strategies.
• Build and maintain robust backtesting, attribution, and regime analysis frameworks for derivatives PnL.
• Create models integrating fundamental, quantitative, and microstructure features using statistics and machine learning.
• Manage alpha capture, risk recycling, hedging design, and position management for derivatives strategies.
• Develop reusable research libraries and standardized workflows for experimentation and monitoring across global teams.
• Leverage AI and machine learning tools to accelerate research and improve developer productivity.

What we're looking for

• You have a strong quantitative background and practical problem-solving skills.
• You have direct working knowledge of signal research with market data, alpha capture, and risk warehousing.
• You demonstrate proficiency in code design and programming in Python, KDB, C++ or Java in a commercial environment.
• You have practical data analytics skills to handle and analyze complex, large-scale, high-dimensionality data from various sources.
• You have excellent verbal and written communication skills to engage and influence partners and stakeholders.
• You have a strong graduate degree (MS or PhD) in a quantitative field (preferred).
• You have 3 to 5 years’ experience in finance, including market making, electronic trading, or derivatives pricing and risk management (preferred).
• You have strong expertise in statistics and machine learning in the financial industry (preferred).