Cash Equity Quant Researcher / London/ New York - Open

Role:- • Perform rigorous and innovative research to discover systematic anomalies in the equities market • End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation • Identify and evaluate new datasets for stock return prediction • Maintain and improve portfolio trading in a production environment • Contribute to the analysis framework for scalable research Requirements:- • MS or PhD in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics • 3+ years of work experience in systematic alpha research in cash equities, with exposures to statistical arbitrage or alternative data research • Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus • Experience with signal blending and portfolio construction • Demonstrated proficiency in Python • Highly motivated, willing to take ownership of his/her work • Collaborative mindset with strong independent research abilities Apply:- Please send a PDF CV to