Senior Quantitative Researcher - Intraday Equities Alpha

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

• Develop and test short-term alpha signals using high-frequency (tick-level and order book) data across global equity markets.
• Analyze inter-symbol dynamics, liquidity patterns, and cross-sectional dependencies to identify transient inefficiencies and arbitrage opportunities.
• Conduct rigorous backtesting and performance attribution across large baskets of equities in a fully systematic environment.
• Collaborate with engineering and trading teams to deploy and monitor strategies in live production.
• Continuously refine signal stability, robustness, and decay profiles across changing market regimes.

What We Look For

Nice to Have

Summary

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