Research and develop quantitative signals from high-frequency equity market data. Responsibilities include feature engineering, exploratory data analysis, simulation and backtesting, validation across markets and regimes, signal implementation, and collaboration with quantitative researchers and engineers. The role also involves applying machine learning and deep learning to market microstructure, building production-quality low-latency code, exploring data sources, and developing tools to automate software development, testing, and deployment workflows.

Design, build, test, deploy, and maintain platform tools, APIs, services, and workflows to enable front-office quant research. Collaborate with researchers, portfolio managers, and engineers to translate requirements into scalable, reliable, secure solutions and improve platform usability and adoption.