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. As a Quantitative Researcher, you will play a pivotal role in the alpha research on mid-frequency systematic equity strategies in the US and EU markets. The ideal candidate will possess a strong background in alpha research methodologies, a proven track record in developing and trading systematic equity strategies, and exceptional programming skills in Python. As part of a small team, the Quantitative Researcher will collaborate closely with the Portfolio Manager and other team members 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

• Alpha research on mid frequency systematic equity strategies in US and EU out of traditional and alternative data sets.
• Process and analyze all kinds of data sets in various forms, structured or unstructured.
• 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.
• Stay informed about market trends, emerging technologies, and advancements in quantitative finance.

Required Skills, Qualifications and Experience

• Familiar with alpha research methodologies in US/EU equities, developed and traded systematic equity strategies with proven track records.
• 2-5 years of alpha research experience in mid frequency systematic equity trading.
• Very strong programming skills in Python.
• Knowledge on portfolio construction and trade execution is highly desirable.
• Ability to work both independently with light guidance and effectively collaborate with other team members when needed.

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.