Quantitative Researcher

About EG

Engineers Gate (EG) is a leading quantitative investment company focused on computer-driven trading in global financial markets. We are a team of researchers, engineers, and financial industry professionals using sophisticated statistical models to analyze data and identify predictive signals to generate superior investment returns. EG's investment teams each focus on their independent strategies while utilizing the firm's proprietary, state-of-the-art technology and data platform to optimize their alpha research.

Joining Engineers Gate offers a unique opportunity to work at the forefront of systematic trading, where innovation and quantitative analysis intersect. We are passionate about implementing scientific and mathematical methods to explore and solve problems in the global financial markets. If you thrive in a fast-paced, data-driven environment, we encourage you to apply.

About The Role

We are seeking a motivated junior to mid-level Quantitative Researcher to join one of our systematic equity trading teams. In this role, you will leverage the team's existing research and trading infrastructure to research, develop, and support systematic equity strategies across the full trading lifecycle, from alpha research and signal generation to portfolio construction, execution, and ongoing risk management.

The ideal candidate has a strong quantitative foundation, hands-on experience with systematic equity strategies, and an interest in translating research into live trading. This individual will work closely with the Portfolio Manager within a collaborative, fast-paced environment.

Key Responsibilities
. Analyze large-scale equity market data, alpha signals, and alternative datasets to identify daily or intraday trading opportunities.

. Research, develop, test, and refine systematic equity trading strategies, including statistical arbitrage, auction/ADR arbitrage, event-driven, and index rebalance strategies.

. Contribute across the full trading lifecycle, including ideation, research, back-testing, optimization, deployment, and live performance monitoring.

. Build and improve research tools, alpha pipelines, and scalable time-series data infrastructure to support strategy development.

. Apply statistical and machine learning techniques, including deep learning models where appropriate, to enhance signal generation and forecasting.

. Stay informed on equity market structure, short-horizon dynamics, emerging data sources, and relevant technological advancements.

Qualifications
. 1-5 years of experience in systematic equity research or quantitative trading.

. Experience with equity strategies such as statistical arbitrage, auction strategies, ADR arbitrage, event-driven trading, or index rebalance strategies (daily or intraday).

. Strong quantitative, mathematical, and programming skills (preferably Python).

. Working knowledge and practical experience applying machine learning models experience with deep learning is a plus.

. Prior experience at a hedge fund, proprietary trading firm, or bank quant trading desk preferred.

. MS or PhD in a quantitative field (e.g., mathematics, statistics, computer science, physics, engineering) is a plus.

EA licence 15C7529
EA Personnel R1985185