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Lead alpha research across delta-one products — from signal ideation and backtesting through strategy iteration, production handoff, and ongoing monitoring
Develop predictive signals and models spanning high-frequency microstructure, intraday, and medium-frequency opportunities
Analyze signal performance, strategy attribution, and model behavior to identify improvements as market conditions evolve
Contribute to delta hedging, execution, and pricing research that improves trading performance across the firm
Collaborate with traders and engineers to improve research infrastructure, simulation quality, and data pipelines
Mentor junior researchers and help raise the quality and rigor of the research process
Requirements
5+ years of experience in quantitative research, systematic trading, market making, or a closely related environment, with a demonstrated track record of developing signals, models, or analytics with measurable trading impact
Strong statistical intuition and advanced Python proficiency, with hands-on experience working with large market datasets and designing rigorous backtests and simulations
Deep understanding of market microstructure, execution, risk, and the practical challenges of moving research into production
Ability to generate independent hypotheses and collaborate effectively with traders, researchers, and engineers
Clear communicator with high ownership, intellectual curiosity, and a bias toward thorough, repeatable research
Advanced degree in Statistics, Mathematics, Physics, Computer Science, or a related quantitative field preferred