We’re working with a global multi-strat fund with one of the strongest reputations on the street, known for top-tier talent, strong infrastructure, and a genuinely collaborative setup.

They’re currently hiring for a newer pod, led by a proven PM who’s just come off a 24-month non-compete and is now looking to build out the team.

What you’ll be doing:

• Research in the high- to mid-frequency space across cash equities
• Work across the full pipeline: feature engineering → signal generation → modelling → implementation
• Collaborate closely within a lean, high-performing team, all working towards the same goal (generating PnL in case it wasn’t clear)

Who you are:

• MS or PhD in a STEM discipline, preferably in applied mathematics/statistics
• 2+ years in systematic alpha research, ideally with high-frequency data
• Good understanding of market microstructure
• Machine learning experience is a plus
• Proficiency in Python is a must. Exposure to C++ is nice to have

Overall, this is a great opportunity for someone who enjoys building from scratch and wants to make an immediate impact. If you’d like to learn more, don’t hesitate to click apply!