Quantitative Research Equities - Alpha Quant - Vice President

Are you ready to make an impact in the world of equities trading? As a Quantitative Researcher, you will drive innovation and optimize trading processes through advanced data analytics and modeling.

Join our global team and leverage your skills to shape the future of financial markets.

As a Quantitative Researcher- Alpha Quant in the Equities team, you will focus on data processing, signal feature construction, signal research, and systematic trading.

You will help to drive the alpha research agenda, using data analytics and programming to drive business transformation.

Your role will involve feature engineering from various data sources, building robust alpha calibration and attribution framework, portfolio optimization, develop prediction models, collaborating with trading desks and implementing trading strategies.

We offer comprehensive training and growth opportunities to enhance your skills and advance your career.

Our diverse team supports a wide range of business functions, providing a unique environment for professional development.

We are committed to accommodating diverse needs and fostering an inclusive workplace.

Job Responsibilities:


* Work closely with trading to build end-to-end design and implementation of daily and intraday signal research infrastructure, with special focus on central risk trading.


* Be involved in the whole spectrum of tradables ranging from cash to vanilla options in singles, ETFs and major indices.


* Contribute from idea generation to production implementation: perform research, design prototype, implement signals, alpha calibration, and trading strategies, support their daily usage, and analyze their performances.


* Develop robust portfolio optimization framework including drawdown management for signal weighting and maximizing various utility functions.


* Research on factor models driving the cash and vol markets; Analyze factors and strategy performance under different market regimes.


* Devise in depth PnL analysis to rationalize PnL gain and leakage for tradable instruments.


* Develop models for market making taking into consideration fundamental and quantitative features, and historic behavior using statistics, machine learning or heuristics.


* Work with the business on risk recycle, alpha capture, and devise hedging strategies accordingly.


* Collaborate broadly with QR teams across regions to build reusable research libraries and tools to back testing and alpha attributions.

Required Qualifications, Capabilities, and Skills:


* You have a strong quantitative background, as well as practical problem-solving skills.


* You have direct working knowledge of signal research with market data and other financial data, alpha capture, risk warehousing, preferable in equities.


* You like working closely with trading desks, understanding their business, and have a strong mind-set of ownership to have an impact on the way they operate.


* You demon...