Quantitative Researcher – Short-Horizon Alpha

About the Role

CW Talent Solutions is collaborating with a global multi-strategy investment firm to recruit a Quantitative Researcher specializing in short-term alpha generation, particularly within equities and futures markets. The position centers on researching and developing predictive trading signals with very brief holding intervals ranging from seconds to a few hours.

Key Responsibilities

The successful candidate will focus on market microstructure analysis, order book dynamics, and liquidity modeling. They will move quickly from research concepts to live trading system deployment, ensuring rapid iteration and implementation of strategies.

Qualifications and Experience

Candidates must have a minimum of four years’ experience in quantitative research, specifically targeting short-horizon or intraday trading strategies. A strong grasp of market microstructure and execution-driven alpha is essential. Expertise working with tick-level data and conducting execution-aware backtesting is required.

Advanced programming skills in Python are mandatory, with additional proficiency in C++ or kdb+ considered advantageous. An MSc or PhD in a relevant quantitative field is necessary. Candidates should be comfortable adapting to fast-paced research and production cycles.

Additional Information

This role offers access to premium tick data and state-of-the-art low-latency trading infrastructure, providing an environment conducive to swift research-to-production transitions. The company promotes an efficient feedback loop between research insight and live deployment.

Contact

For inquiries, please reach out to Seán Sweeney via phone or email.