Junior Quantitative Researcher

Overview

Junior Quantitative Researcher role supporting a hedge fund’s automated trading framework. You will apply advanced statistics to identify trading opportunities and deepen understanding of market structures across exchanges and asset classes. You’ll prepare data and monitor strategy performance pre- and intra-market, contributing to scalable, data-driven trading approaches. This is a performance-focused, cross-regional role with a front-line impact on strategy research and execution.

Responsibilities

• Utilize automated trading framework to research and implement strategies
• Apply progressive statistical methods to analyze data for trading opportunities
• Develop understanding of market structures across exchanges and asset classes
• Pre-market data readiness checks
• In-market monitoring of strategy behavior and performance

Key requirements

• Quantitative background with Master/PhD in listed fields
• Proficiency in at least one major language (Python, C++, or R)
• Strong communication skills across regions
• Ability to perform under pressure
• Detail-oriented

• strong communication
• ability to work across multiple regions
• under pressure
• Python
• C++
• R

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