6 Alpha Research Jobs

Role Overview: Join high-impact teams working at the forefront of algorithmic trading and quantitative strategy with top-tier global firms. Our premium clients include some of the top HFT firms across the globe. Key Responsibilities: - Quant Trader / Portfolio Manager: - Requires 3+ years of experience - Strong academic background from Tier-1 institutes (8+ CGPA) - Proven hands-on experience with any global exchange - Alpha-generating individuals with live trading experience preferred - Quant Analyst / Quant Strategist (Strats): - Graduates from 2021-2024 - Strong academic background from Tier-1 institutes (8+ CGPA) - Preferred experience in top HFT/MFT firms - Must have exposure to market m...

As a Quantitative Researcher at EISEC, you will be responsible for collecting data from global markets, analyzing patterns, and utilizing statistical analysis and data mining skills to develop profitable trading models. You will collaborate with trading teams to optimize strategies, work on electronic trading strategies, and contribute to the development of new technology platforms. Additionally, you will be involved in alpha research, portfolio optimization, and execution. **Key Responsibilities:** - Research and analyze large data sets to develop and implement signals - Collaborate with team members to optimize trading strategies and enhance research results - Utilize advanced concepts lik...

As a Quant Team member at a top-tier global firm, you will be joining high-impact teams at the forefront of algorithmic trading and quantitative strategy. Your role will involve working with premium clients, including some of the top HFT firms globally. **Open Roles:** 1. **Quant Trader / Portfolio Manager** - Requires 3+ years of experience. - Strong academic background from Tier-1 institutes (8+ CGPA). - Proven hands-on experience with any global exchange. - Alpha-generating individuals with live trading experience are preferred. 2. **Quant Analyst / Quant Strategist (Strats)** - Graduates from 2021-2024 are encouraged to apply. - Strong academic background from Tier-1 institutes (8+ CGPA)...

Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity and futures markets globally. Starting with many data sets, we develop a large set of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. We are looking for scientists, engineers, economists, and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets. Responsibilities Design, implement, and optimize various machine learning models aimed at predicting liquid assets using a wide set of financial data and a vast lib...

You are a highly driven and analytical Quantitative Researcher with a strong foundation in mathematics, statistics, and market microstructure. Your passion lies in high-frequency trading (HFT), statistical arbitrage, and innovative alpha discovery in both decentralized and centralized digital asset markets. You have hands-on experience in developing and testing trading strategies and possess a deep understanding of order book dynamics, risk modeling, and ML techniques grounded in sound statistical reasoning. Your responsibilities include researching, designing, and implementing quantitative trading strategies in crypto markets using statistical and machine learning models. You will conduct a...

Research, backtest, and trade systematic strategies across asset classes. Build robust data pipelines, feature engineering, and ML models (tree ensembles, linear models, deep learning where justified). Use GenAI to accelerate research notes, code scaffolding, and experiment tracking; maintain strict risk limits and compliance. Strategy research with rigorous validation Backtesting with transaction costs/slippage Python (NumPy/Pandas) and ML (sklearn/torch) Risk management and monitoring GenAI for research acceleration and doc hygiene.