<p><strong><span data-contrast="none"><span data-ccp-parastyle="heading 4">About EG:</span></span></strong></p> <p><span data-contrast="none">Engineers Gate (EG) is a leading investment manager founded in 2014 as a quantitative, computer-driven trading firm. Today, EG operates as a diversified, multi-strategy investment platform that combines systematic research with selective discretionary approaches.</span> <br> <br><span data-contrast="none">EG's multi-manager platform allows independent investment teams to pursue distinct strategies while benefiting from shared infrastructure, risk management, and operational support. The firm’s collaborative groups of researchers, engineers, and investment professionals deploy sophisticated statistical models, proprietary technology, and a centralized data platform to isolate and solve challenging problem sets in the global financial markets. </span><span data-contrast="auto"> </span> <br> <br><strong><span data-contrast="none">About The Role:</span></strong></p> <p><span data-contrast="auto"><span data-ccp-parastyle="heading 4">We are </span><span data-ccp-parastyle="heading 4">s</span><span data-ccp-parastyle="heading 4">eeking</span> <span data-ccp-parastyle="heading 4">a motivated, detail-oriented Quantitative Researcher to join a small, highly collaborative team managing a global, mid-frequency statistical arbitrage portfolio. The researcher will contribute across the full research lifecycle, from exploring alternative datasets and developing trading signals to enhancing portfolio construction, risk, and transaction cost models and implementing research in production.</span></span><span data-ccp-props="{"134245418":true,"134245529":true,"335559738":120,"335559739":0}"> </span></p> <p><span data-contrast="auto">The team places a premium on ideas motivated by an understanding of underlying economic mechanisms, combining this perspective with advanced statistical and machine learning techniques. </span><span data-ccp-props="{"134233117":false,"134233118":false,"335551550":0,"335551620":0,"335559738":240,"335559739":240}"> </span></p> <p><strong><span data-contrast="none"><span data-ccp-parastyle="heading 4">Key Responsibilities:</span></span></strong></p> <ul> <li><span data-contrast="auto">Explore unique alternative datasets in order to develop novel trading signals </span><span data-ccp-props="{"335559685":360}"> </span></li> <li><span data-contrast="auto">Develop and enhance frameworks for portfolio construction</span><span data-ccp-props="{"335559685":360}"> </span></li> <li><span data-contrast="auto">Utilize state of the art machine learning and data science techniques to improve stock level insights</span><span data-ccp-props="{"335559685":360}"> </span></li> <li><span data-contrast="auto">Enhance the team's array of risk and transaction cost models</span><span data-ccp-props="{"335559685":360}"> </span></li> <li><span data-contrast="auto">Write robust and production quality code</span><span data-ccp-props="{"335559685":360}"> </span></li> <li><span data-contrast="auto">Manage the full pipeline of research projects from idea generation to implementation</span><span data-ccp-props="{"335559685":360}"> </span></li> </ul> <p><strong><span data-contrast="none"><span data-ccp-parastyle="heading 4">Qualifications:</span></span></strong></p> <ul> <li><span data-contrast="auto">Academic background in Mathematics, Physics, Computer Science, Engineering or a related field</span><span data-ccp-props="{"134233117":false,"134233118":false,"201341983":0,"335551550":1,"335551620":1,"335559685":360,"335559737":0,"335559738":0,"335559739":120,"335559740":264,"335559991":360}"> </span></li> <li><span data-contrast="auto">A history of continuous and self-directed learning</span><span data-ccp-props="{"134233117":false,"134233118":false,"201341983":0,"335551550":1,"335551620":1,"335559685":360,"335559737":0,"335559738":0,"335559739":120,"335559740":264,"335559991":360}"> </span></li> <li><span data-contrast="auto">Strong mathematical and modeling skills (proficiency in optimization theory is preferred)</span><span data-ccp-props="{"134233117":false,"134233118":false,"201341983":0,"335551550":1,"335551620":1,"335559685":360,"335559737":0,"335559738":0,"335559739":120,"335559740":264,"335559991":360}"> </span></li> <li><span data-contrast="auto">Proficiency in coding (Python, C++ preferred)</span><span data-ccp-props="{"134233117":false,"134233118":false,"201341983":0,"335551550":1,"335551620":1,"335559685":360,"335559737":0,"335559738":0,"335559739":120,"335559740":264,"335559991":360}"> </span></li> <li><span data-contrast="auto">Master's or PhD in any quantitative field is a plus, but not required.</span><span data-ccp-props="{"134233117":false,"134233118":false,"201341983":0,"335551550":1,"335551620":1,"335559685":360,"335559737":0,"335559738":0,"335559739":120,"335559740":264,"335559991":360}"> </span></li> <li><span data-contrast="auto">2-5 years of working experience in quantitative research in equities/futures</span><span data-ccp-props="{"134233117":false,"134233118":false,"2