Who This Role Is For
We are looking for researchers not traders.
People who:
- Read papers for curiosity
- Break problems into components before solving them
- Think from first principles
- Care about methodology more than excitement
- Prefer structured thinking over shortcuts
- Want to build something that compounds over years
If you enjoy asking:
- “Why does this work?”
- “Under what regime does this fail?”
- “Is this statistically significant or noise?”
- “What is the structural edge here?”
Then this role is for you.
What You Will Do
- Design and backtest systematic trading strategies across equities and derivatives
- Break large research problems into structured, testable sub-problems
- Build hypothesis-driven research pipelines
- Validate ideas using rigorous statistical testing
- Stress-test strategies across regimes, volatility environments, and liquidity conditions
- Think in terms of portfolio construction, not isolated trades
- Continuously refine methodology to improve robustness
- Collaborate with quant developers to transition research into production
Your work will directly impact live capital.
What We Value
1. First-Principles Thinking
You don’t rely on indicators because “they work.”
You ask:
- What inefficiency am I exploiting?
- Is it behavioral, structural, or microstructural?
- Why should this persist?
2. Methodology Over Excitement
You:
- Write down assumptions
- Define variables clearly
- Control for overfitting
- Document experiments
- Run parameter sensitivity tests
- Test robustness before celebrating results
3. Process Orientation
You can:
- Break a vague idea into a step-by-step research framework
- Structure experiments
- Iterate systematically
- Maintain reproducible workflows
4. Long-Term Thinking
You care about:
- Robustness over curve-fit returns
- Consistency over temporary spikes
- Systems that scale
- Compounding intellectual capital
5. Technical Strength
Strong Python (pandas, numpy, vectorization, data manipulation)
- Comfortable building backtests from scratch
- Ability to handle large datasets
- Familiarity with statistics and probability
- SQL is a plus
You should be able to:
- Write clean, modular research code
- Avoid lookahead bias
- Simulate slippage and realistic execution
- Generate structured performance reports
The Intangible
We are looking for someone with:
- Fire in the belly
- Intellectual honesty
- Curiosity beyond working hours
- The hunger to build something meaningful
- The ambition to push forward with original ideas
This Role Is Not For
- Discretionary traders
- Indicator-based retail strategy builders
- People looking for a comfortable 9–5
- Those who cannot code their own research
What You’ll Get
- Direct exposure to live systematic capital
- Freedom to research deeply
- A high-performance environment
- The opportunity to grow into senior research or portfolio roles
- The ability to shape the firm’s long-term intellectual edge