Careers
Join the research.
We are building a team of quant researchers and engineers. We give them data, compute, tooling and training in our research method, so they can find more ideas across markets and instruments.
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Responsibilities
- Turn observed market patterns into precise, testable trading rules.
- Backtest ideas across years of data, many stocks and different market conditions.
- Reject weak signals early and document results in the research database.
- Work with developers to take validated strategies live under risk limits.
Skills
- Strong probability, statistics and linear algebra.
- Python for data analysis (pandas, NumPy).
- Understanding of overfitting, out-of-sample testing and backtest pitfalls.
- Degree in mathematics, statistics, physics, computer science, engineering or similar.
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Responsibilities
- Build and maintain the research and backtesting framework.
- Build execution systems that trade strategies reliably and efficiently.
- Build tooling for portfolio risk limits and daily monitoring.
- Keep systems fast, tested and well documented.
Skills
- Strong Python; C++ or another systems language is a plus.
- Solid data structures, algorithms and software engineering practice (git, testing).
- Comfortable on Linux.
- Interest in markets and quantitative research.
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Responsibilities
- Own the research database of market data and tested ideas.
- Build pipelines that ingest, clean and validate market data.
- Monitor data quality and fix gaps before they reach research.
- Scale storage and compute as the research grows.
Skills
- Python and SQL.
- Experience with databases and time-series data.
- Familiarity with scheduling, ETL and Linux or cloud environments.
- Care for accuracy and detail.
Future hiring
We plan to add more research and engineering roles as the firm grows. Don’t see your role? Choose “Open application” below and we will keep it on file.