A trading firm is seeking a mid-to-senior Quant Researcher to develop and optimize systematic trading strategies across exchange-traded markets. This role focuses on extracting predictive signals from market data, improving execution logic, and contributing to production-grade algorithmic trading systems in a low-latency environment.

• Develop predictive trading signals using statistical modeling and machine learning techniques
• Conduct market microstructure research using tick-level and order-book datasets
• Design and test systematic strategies across equities, futures, or derivatives
• Analyze signal decay, feature stability, and regime sensitivity

• Build scalable back testing pipelines for strategy evaluation
• Perform robustness testing across multiple market regimes
• Detect overfitting ri...