Quantitative Researcher - Systematic Equity Trading

About the role

Engineers Gate is a quantitative, computer-driven trading firm operating as a diversified, multi-strategy investment platform. It is seeking a Quantitative Researcher to join one of its systematic equity trading teams. You will use the team's existing research and trading infrastructure to research, develop and support systematic equity strategies across the full trading lifecycle, from alpha research and signal generation to portfolio construction, execution and ongoing risk management. The role works closely with the Portfolio Manager in a collaborative, fast-paced environment.

Key responsibilities

• Clean, validate and analyse large-scale raw datasets to build a reliable foundation for US and China equities alpha research.
• Assist Portfolio Managers in developing tools to analyse, optimise and monitor portfolio performance.
• Apply statistical and machine learning techniques, including deep learning models where appropriate, to improve signal generation and forecasting.
• Contribute across the full trading lifecycle: ideation, research, backtesting, optimisation, deployment and live performance monitoring.
• Stay informed on equity market structure, short-horizon dynamics, emerging data sources and relevant technological advances in US and China markets.

Required profile

• 1-5 years of experience in systematic equity research or quantitative trading.
• Strong quantitative, mathematical and programming skills; Python required.
• Working knowledge and practical experience applying machine learning models; experience with deep learning is a plus.
• Familiarity with China equity markets or cross-border trading dynamics is a plus.
• An MS or PhD in a quantitative field (mathematics, statistics, computer science, physics, engineering) is a plus.