Conduct original quantitative research to identify and develop profitable statistical arbitrage signals across global equities and related asset classes.
Design, test, and implement predictive models using large-scale financial, alternative, and proprietary datasets.
Develop robust alpha signals, risk models, and portfolio construction methodologies.
Analyze market microstructure, transaction costs, and execution performance to improve strategy profitability.
Collaborate closely with portfolio managers, quantitative developers, and data engineers to productionize research.
Continuously monitor live strategies, perform performance attribution, and enhance existing models.
Research new data sources and apply advanced statistical and machine learning techniques to extract investment insights.
Contribute to the strategic direction of the platform through innovative research and thought leadership.
