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 pro...