Hiring: Quant Researcher
We’re a midsize hedge fund with no patience for fluff and no layers between research and risk.
If you like clean data, hard questions, and seeing your ideas hit live capital, keep reading.
What you’ll do
• Hunt for real, testable trading signals in messy market data
• Build backtests that survive costs, slippage, and regime shifts
• Break your own models before the market does
• Work side-by-side with the person actually putting on risk
What matters
• PhD in Computer Science, Mathematics, Statistics, or a related field
• 0-5 yrs of investment management quantitative research experience
• Genuine interest in computational finance and quantitative research
• You know how easy it is to fool yourself with a backtest
• You care about out-of-sample results more than pretty in-sample charts
• Strong Python skills and zero fear of ugly datasets
• Curious, honest, and comfortable being wrong fast
No bureaucracy. No research theater. Just a small team trying to find edges that are actually there.
