Who This Role Is For We are looking for researchers not traders. People who: • Read papers for curiosity • Break problems into components before solving them • Think from first principles • Care about methodology more than excitement • Prefer structured thinking over shortcuts • Want to build something that compounds over years If you enjoy asking: • “Why does this work?” • “Under what regime does this fail?” • “Is this statistically significant or noise?” • “What is the structural edge here?” Then this role is for you. What You Will Do • Design and backtest systematic trading strategies across equities and derivatives • Break large research problems into structured, testable sub-problems • Build hypothesis-driven research pipelines • Validate ideas using rigorous statistical testing • Stress-test strategies across regimes, volatility environments, and liquidity conditions • Think in terms of portfolio construction, not isolated trades • Continuously refine methodology to improve robustness • Collaborate with quant developers to transition research into production Your work will directly impact live capital. What We Value 1. ‎First-Principles Thinking You don’t rely on indicators because “they work.” You ask: • What inefficiency am I exploiting? • Is it behavioral, structural, or microstructural? • Why should this persist? 2. Methodology Over Excitement You: • Write down assumptions • Define variables clearly • Control for overfitting • Document experiments • Run parameter sensitivity tests • Test robustness before celebrating results 3. Process Orientation You can: • Break a vague idea into a step-by-step research framework • Structure experiments • Iterate systematically • Maintain reproducible workflows 4. Long-Term Thinking You care about: • Robustness over curve-fit returns • Consistency over temporary spikes • Systems that scale • Compounding intellectual capital 5. ‎Technical Strength Strong Python (pandas, numpy, vectorization, data manipulation) • Comfortable building backtests from scratch • Ability to handle large datasets • Familiarity with statistics and probability • SQL is a plus You should be able to: • Write clean, modular research code • Avoid lookahead bias • Simulate slippage and realistic execution • Generate structured performance reports The Intangible We are looking for someone with: • Fire in the belly • Intellectual honesty • Curiosity beyond working hours • The hunger to build something meaningful • The ambition to push forward with original ideas This Role Is Not For • Discretionary traders • Indicator-based retail strategy builders • People looking for a comfortable 9–5 • Those who cannot code their own research What You’ll Get • Direct exposure to live systematic capital • Freedom to research deeply • A high-performance environment • The opportunity to grow into senior research or portfolio roles • The ability to shape the firm’s long-term intellectual edge