Quantitative Developer / Researcher

Lead the research, design, and backtesting of systematic trading strategies.

Extend, improve, and critically evaluate existing frameworks, not merely maintain them.

Current research areas include:

• Multi-timeframe trend-following strategies
• Long/short equity selection
• Event-driven macro strategies around economic releases (PMI, CPI, NFP)

You will be expected to challenge assumptions, refine signal construction, and enhance robustness through statistical validation and stress testing.

2. Trading Infrastructure & Automation

Design, build, and maintain production-grade systems that convert research into executable trades.

Develop automated position sizing, signal pipelines, and order generation workflows (Interactive Brokers / IBKR).

Manage Bloomberg data ingestion pipelines and multi-strategy portfolio consolidation.

Ensure robustness, reliability, and scalability of research and execution...