Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Researcher with strong data engineering skills for a newly formed systematic equities pod focused on intraday mean reversion and market microstructure strategies.
This is a hybrid role that sits at the intersection of data engineering rigour and quantitative research creativity. You will build and own the research data infrastructure — and use it to develop, backtest and deploy trading signals directly into the production trading engine. You will work directly with the Portfolio Manager, turning raw market data into actionable alpha. The firm wants someone who can start as soon as possible.
THE ROLE
- Build and maintain the research data pipeline: ingestion, cleaning, normalisation and storage of tick-level and minute-bar equity data
- Design and implement a high-performance research environment using Python and Polars for interactive analysis of large datasets
- Develop, backtest and validate intraday alpha signals using statistical methods and classical machine learning — Lasso, Ridge, tree-based models
- Perform feature engineering on market microstructure data: order flow, spread dynamics, volume profiles and cross-sectional patterns
- Build automated backtesting frameworks with realistic transaction cost modelling and slippage estimation
- Collaborate with the C++ developer to publish validated signals into the production trading engine
- Monitor live signal performance, detect regime changes and maintain signal quality over time
- Document research findings, maintain reproducible research notebooks and contribute to the team knowledge base
WHAT THEY ARE LOOKING FOR
- Bachelor's or Master's degree in Mathematics, Statistics, Physics, Computer Science, Financial Engineering or a related quantitative field
- 3+ years of experience in a quantitative research or data-intensive role at a buy-side or sell-side firm
- Strong Python: deep proficiency in Polars, Pandas, NumPy and SciPy
- Solid understanding of statistical methods: regression, time-series analysis, hypothesis testing and cross-validation
- Strong data engineering instincts: schema design, data quality and pipeline reliability — you take as much pride in the infrastructure as the research
- Familiarity with equity markets, market microstructure and intraday trading dynamics
- Detail-oriented, intellectually curious and comfortable working in a small, fast-moving team
- Experience with tick-level or order-book data is a meaningful advantage
- Familiarity with Apache Arrow, Parquet and columnar data formats is a plus
- Experience with kdb+/q for time-series data is a plus
WHY THIS ROLE
- A top-tier global hedge fund with the data infrastructure and capital to support serious quantitative work
- Newly formed pod — you are building the research data foundation from scratch, with real ownership of what you create
- Direct collaboration with the Portfolio Manager — your signals go straight into live trading, not into a presentation deck
- Intraday mean reversion and microstructure strategies are among the most technically demanding areas of systematic equities
- A genuine hybrid role: equally valued for engineering excellence and research output — rare to find both in one seat
- Base $150,000–$200,000 with a discretionary performance bonus reflecting the firm's Tier 1 position — total compensation is significantly above the base range
- New York City — embedded in the team whose performance depends on what you build
ABOUT PLATINUM & PARTNERS
Platinum & Partners is the specialist quant and systematic executive search firm. Retained and exclusive mandates only. All candidate conversations handled in complete confidence.