Quantitative Equity Researcher

About the Role

Engineers Gate (EG) is a leading quantitative investment company focused on computer-driven trading in global financial markets. We are a team of researchers, engineers, and financial industry professionals using sophisticated statistical models to analyze data and identify predictive signals to generate superior investment returns. EG’s investment teams each focus on their independent strategies while utilizing the firm’s proprietary, state-of-the-art technology and data platform to optimize their alpha research.

We are seeking a highly motivated and experienced Equity Researcher to join our dynamic team. In this role, you will play a pivotal role in developing and enhancing our equity portfolio optimization techniques, conducting alpha research, and driving the overall success of our trading strategies. This role requires a deep understanding of portfolio optimization, transaction cost analysis, risk modeling, and alpha research processes.

The successful candidate will work within a small team, developing, implementing and testing cutting-edge statistical models for financial markets. We place a high value on continuous learning and development and this role represents a unique opportunity to work alongside and learn from highly experienced quantitative trading professionals.

Key Responsibilities

• Conduct in-depth research and analysis to optimize market neutral equity portfolios
• Utilize commercially available risk models to conduct portfolio risk decomposition and hedging
• Process large volumes of raw data in various formats and build point-in-time (PIT) time series databases to facilitate both historical model simulation and production trading
• Collaborate closely with the PM to develop alpha signals out of both traditional and alternative data sets
• Take a proactive approach to problem-solving, demonstrating a high level of motivation and initiative in the pursuit of innovative trading strategies
• Stay informed about market trends, emerging technologies, and advancements in quantitative finance

Required Skills, Qualifications and Experience

• A minimum of two years of relevant experience in systematic equity trading
• Hands-on experience with market neutral equity portfolio optimization (Mosek knowledge a big plus)
• Deep understanding of commercially available risk models, preferably Barra
• Familiar with alpha research methodologies, developed and back tested systematic equity strategies in the past
• Demonstrated ability to process large datasets in both structured and unstructured format
• Solid programming skills in Python and/or KDB
• Excellent problem-solving skills and the ability to work collaboratively within a dynamic team environment

Joining Engineers Gate offers a unique opportunity to work at the forefront of systematic trading research, where innovation and quantitative analysis intersect. We are passionate about implementing scientific and mathematical methods to explore and solve problems in the global financial markets. If you thrive in a fast-paced, data-driven environment, we encourage you to apply.

The salary for this role is anticipated to be around $150k. This range does not include any potential bonus amounts, other forms of compensation, or benefits offered. Actual compensation for successful candidates will be carefully determined based on a number of factors, including the candidate’s skills, qualifications, education and experience.