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 Quantitative Researcher to join one of our systematic equity trading teams. The ideal candidate will have at least 2 years of statistical arbitrage in cash equities, exceptional programming skills, and the ability to clearly communicate and present complex trading ideas and research in a concise manner. As part of a small team, the Quantitative Researcher will collaborate closely with the Portfolio Manager to enhance the overall research environment with tremendous growth opportunities for the successful candidate. 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 team members.

Joining Engineers Gate offers a unique opportunity to work at the forefront of systematic trading, 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.

Key Responsibilities

• Drive and lead research initiatives under guidance of the Portfolio Manager to enhance statistical arbitrage-based quantitative models.
• Develop advanced statistical and computational methods to work with massive data sets.
• Collaborate with the PM and other team members to improve the existing research environment.
• Take a proactive approach to problem-solving, demonstrating a high level of motivation and initiative in the pursuit of innovative trading strategies.
• Explore new methodologies and approaches to stay at the forefront of quantitative finance.
• Stay informed about market trends, emerging technologies, and advancements in quantitative finance.

Required Skills, Qualifications and Experience

• Relevant degree from a top-ranked university.
• 2 years+ of experience with statistical arbitrage in cash equities.
• Experience with feature engineering techniques applicable to price predictions.
• Proven track record in building alpha signal is a plus.
• Deep technical skills, creativity, and strong analytical problem-solving ability to work collaboratively within a dynamic team environment.
• Solid knowledge of quantitative finance concepts, statistics, and financial markets.

The salary for this role is anticipated to be between $130k and $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.