Quantitative Researcher

About the role

We are seeking a Quantitative Researcher focused on order‑book‑driven signal generation. This early‑career position offers hands‑on work with high‑frequency limit order‑book data and close collaboration with senior researchers and traders.

Key responsibilities

• Analyze high‑frequency limit order‑book data to uncover patterns, inefficiencies, and predictive signals.
• Build and back‑test quantitative models using historical tick and order‑book data.
• Collaborate with senior researchers and traders to translate findings into production‑ready strategies.
• Develop and maintain data pipelines for large‑scale, high‑frequency market data.
• Apply statistical and machine‑learning techniques, especially tree‑based methods, to improve signal quality.
• Continuously monitor and iterate on live signals and models based on performance.

Required profile

• 1–3 years of professional or research experience with order‑book (LOB) data.
• Technical degree in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Financial Engineering.
• Strong proficiency in Python and standard data‑science libraries (pandas, NumPy, etc.).
• Genuine interest in financial markets and market microstructure.
• Solid foundation in statistics and quantitative analysis.
• Excellent problem‑solving skills and intellectual curiosity.

Required skills

• Python
• pandas
• NumPy
• Machine learning (tree‑based methods)