Junior Quantitative Researcher

📋 Description

• Signal research and construction.
• Develop, test, and productionize predictive signals across assets using ML.
• Take ideas from hypothesis to backtest, validation, and deployment.
• Root cause analysis of model behavior, signal decay, and PnL.
• AI agent infrastructure for research automating data exploration, backtests, and reporting.
• Collaborate with traders, engineers, and researchers to turn ideas into live strategies.

🎯 Requirements

• PhD in quantitative fields (recently completed or near completion).
• Strong Python skills; NumPy, pandas, PyTorch or JAX.
• Hands-on experience building with AI agents and LLM-based systems.
• Solid grounding in statistics, probability, and ML; know when results are real.
• Genuine interest in financial markets and trading.
• Strong written and verbal communication; explain technical work clearly.

🎁 Benefits

• Prior internship or research at hedge funds, prop trading firms, banks, or fintech.
• Exposure to market microstructure, LOB, or high-frequency data.
• Experience with backtesting frameworks, time-series analysis, or causal inference.
• Familiarity with low-latency systems or large-scale data infrastructure.
• Publications, OSS contributions, or trading competition results.