Senior Quantitative Researcher

Anson McCade

Develop and implement systematic strategies in cash equities with a focus on alpha generation.

Conduct research across diverse datasets to identify robust and scalable trading signals.

Manage the full lifecycle of strategy development, from idea generation and backtesting to live deployment.

Collaborate closely with portfolio managers, technologists, and other senior researchers in a highly collegial environment.

Take direct responsibility for PnL generation and ongoing strategy optimization.

Requirements:

Demonstrable track record of developing and running profitable systematic cash equities strategies.

Strong academic background in a quantitative discipline (e.g., mathematics, physics, statistics, computer science, financial engineering).

Deep understanding of market microstructure and equities data.

Expertise in statistical modeling, machine learning, or advanced quantitative research techniques.

Exceptional programming skills (Python, C++, or similar).

Entrepreneurial mindset with the ability to thrive in a fast-paced, collaborative, and performance-driven environment.