At a glanceSummarised by Seekless from the posting.
Must have6
5+ years of experience in alpha research or quantitative signal development, ideally in intraday or short-horizon equity strategies
Deep understanding of market microstructure, order flow dynamics, and execution-related features that affect signal quality
Strong programming skills in Python and/or C++
Fluency in working with large-scale high-frequency datasets
Experience in cross-sectional modeling and statistical arbitrage frameworks across equities
Advanced degree (MS/PhD) in a quantitative field such as mathematics, physics, statistics, computer science, or related disciplines
Nice to have3
Experience with production-level alpha deployment in global equity markets (US, CN, APAC, EMEA)
Familiarity with execution-aware signal design (slippage modeling, alpha decay, trade-to-book impact)
Track record of successful signal ideas contributing to live PnL
Skills
Python
C++
About the Role
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.
What You’ll Do
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Develop and test short-term alpha signals using high-frequency (tick-level and order book) data across global equity markets.
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Analyze inter-symbol dynamics, liquidity patterns, and cross-sectional dependencies to identify transient inefficiencies and arbitrage opportunities.
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Conduct rigorous backtesting and performance attribution across large baskets of equities in a fully systematic environment.
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Collaborate with engineering and trading teams to deploy and monitor strategies in live production.
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Continuously refine signal stability, robustness, and decay profiles across changing market regimes.
What We Look For
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5+ years of experience in alpha research or quantitative signal development, ideally in intraday or short-horizon equity strategies.
•
Deep understanding of market microstructure, order flow dynamics, and execution-related features that affect signal quality.
•
Strong programming skills in Python and/or C++, and fluency in working with large-scale high-frequency datasets.
•
Experience in cross-sectional modeling and statistical arbitrage frameworks across equities.
•
Advanced degree (MS/PhD) in a quantitative field such as mathematics, physics, statistics, computer science, or related disciplines.
Nice to Have
•
Experience with production-level alpha deployment in global equity markets (US, CN, APAC, EMEA).
•
Familiarity with execution-aware signal design (slippage modeling, alpha decay, trade-to-book impact).
•
Track record of successful signal ideas contributing to live PnL.
Summary
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You’ll work on short-horizon predictive modeling using high-frequency cross-sectional signals 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.