Quant Researcher (Hedge Fund)

About the role We are hiring a

Quant Researcher to design, test, and deploy systematic trading research for a hedge fund strategy. You will work closely with trading, engineering, and data teams to turn ideas into production-ready signals and models.

What you will do

Research alpha signals across equities, futures, options, FX, or crypto (depending on our focus)

Build and evaluate predictive models and statistical arbitrage strategies

Design robust backtests with proper transaction costs, slippage, and risk controls

Perform feature engineering on large, noisy datasets

Monitor model performance and iterate based on live results

Document research clearly and communicate findings to stakeholders

What we are looking for

Minimum 2yr Experience in the below-mentioned skills

Strong programming skills in

Python

(NumPy, pandas, scikit-learn), and strong statistics

Experience with time series modeling, optimization, and hypothesis testing

Solid understanding of market microstructure and common backtesting pitfalls

Ability to work with large datasets and write clean, reproducible research

Bachelor’s, Master’s, or PhD in a quantitative field (CS, Math, Stats, Physics, Engineering, or similar)

Nice to have

Experience with portfolio construction, risk models, and execution research

Experience with

Rust ,

C++ , or smart contract development

Familiarity with cloud tooling and data pipelines (AWS, GCP)

Compensation Competitive, based on experience. Performance-linked bonus may apply.

How to apply Send your resume and a short note describing relevant projects to with the subject:

Quant Researcher

Include:

Links to GitHub, papers, or research write-ups (if available)

Expected start date and compensation expectations