Quant Researcher, Distinguished Founders

About the Role

A quantitative proprietary trading firm is building a flat, high-agency team and seeks a Quant Researcher. The role focuses on generating and validating research that is production-ready and performs in real markets, treating leakage, overfitting, and bias as key challenges.

Key Responsibilities

• Generate and validate systematic ideas.
• Build reliable Python pipelines on real data.
• Work with engineering and trading to ensure a disciplined and explicit path to production.
• Architect and ship an end-to-end, production-ready research pipeline that transforms raw data into reproducible signal generation and documented models.
• Pressure-test core trading hypotheses through rigorous out-of-sample validation, failure-mode stress testing, and exhaustive regime-shift analysis to establish actionable alpha limits.
• Define the quantitative handoff standard, synchronizing signal architecture, real-time risk metrics, and execution telemetry into engineering workflows.

Requirements & Tech Stack

• Python
• Experience with real data.
• Microstructure or execution-aware modeling instincts are a plus.

Qualifications

• Ability to generate, validate, and improve research that survives real markets and translates to production.
• Focus on minimizing leakage, overfitting, and bias.
• Discipline in creating reproducible signal generation and documented models.
• Rigorous approach to validation, including out-of-sample testing, failure-mode stress testing, and regime-shift analysis.
• Ability to define quantitative handoff standards and integrate with engineering workflows.