The company is seeking to solve the problem of transforming complex datasets into predictive trading signals that capture short-term market opportunities, by hiring an experienced ML-driven Alpha Researcher / Feature Engineer.
Requirements
- Expert-level Python skills (Pandas, SciPy, NumPy, Polars); ability to write clean, efficient, and scalable code.
- 5+ years of quantitative research experience with systematic strategies in liquid markets (equities, futures, options); intraday trading expertise is strongly preferred.
Responsibilities
- Perform rigorous, time-sensitive applied research across diverse data sources—including high-frequency market data and alternative datasets—to uncover systematic anomalies.
- Design and engineer predictive features that can be rapidly tested and deployed into production strategies.
- Lead and contribute to end-to-end signal research workflows: data sourcing, cleaning, feature engineering, signal generation, backtesting, and validation.
- Partner closely with modeling and execution teams to ensure signals are integrated, stress-tested, and monetized efficiently.
Other
- Bachelor, Master’s or PhD in Applied Mathematics, Statistics, Physics, Engineering, Financial Engineering, Computer Science, or related field from a top-tier institution.
- Strong collaborative mindset: thrives in team environments, communicates clearly, and moves fast without compromising rigor.
- High sense of ownership, urgency, and accountability.
- Work remotely from anywhere in the world with a flexible schedule.
- Receive compensation for health insurance, sports activities, and non-professional training.
