Quantitative Researcher - MFT Equities

Role Overview
We are looking for a mid-level Quantitative Researcher to join an equities-focused investment team. The role is suited to someone with a strong quantitative research background who can develop and test systematic investment ideas, work directly with market and alternative datasets, and translate research into implementable trading strategies.
The ideal candidate will bring experience in one or more of the following areas:

• Mid- to low-frequency systematic alpha research, particularly within equities
• Equity index arbitrage, index research, or index fund portfolio management
• Special situations research, including M&A, shareholder activism, event-driven strategies, or related areas
• Equity derivatives research or trading, particularly equity swaps, options, or related instruments

Responsibilities

• Research, develop, and evaluate systematic equity trading signals and strategies
• Conduct statistical analysis, backtesting, and validation of new investment ideas
• Analyze market structure, index events, corporate actions, derivatives, and other potential sources of alpha
• Translate research findings into robust and implementable investment strategies
• Work closely with portfolio managers, researchers, and traders throughout the research and implementation process
• Write clean, production-quality Python to support research workflows
• Build and maintain research notebooks, analytical tools, and shared Python libraries
• Contribute reusable research code and infrastructure that can be leveraged across the broader team

Candidate Profile

• 3+ years of relevant quantitative research, trading, or portfolio management experience
• Strong quantitative and statistical research skills
• Experience researching systematic strategies in equities or closely related markets
• Strong programming ability in Python, including experience building research tools and contributing to shared codebases
• Comfortable working independently from idea generation through research, testing, and implementation
• Strong understanding of financial markets and the ability to identify economically intuitive sources of alpha

Relevant backgrounds could include systematic equity research teams, quantitative equity strategy groups, index arbitrage desks, index portfolio management teams, special situations groups, or equity derivatives research/trading teams.