Engineers Gate
investment manager
QuantitativeResearcher
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“Quantitative Researcher at Engineers Gate. Skills: quantitative research, systematic equity strategies, machine learning. research, develop, and support systematic equity strategies across the full trading lifecycle. Clean, validate, and analyze large-scale raw datasets to build a reliable foundation for US and China equities alpha research”
What You'll Achieve.
build a reliable foundation for US and China equities alpha research; enhance signal generation and forecasting; live performance monitoring
Industry & Context.
isolate and solve challenging problem sets in the global financial markets
What They're Looking For.
Must Have
quantitative, mathematical, and programming Python required, 1–5 years of experience in systematic equity research or quantitative trading
Nice to Have
MS or PhD in a quantitative field (e. g. , mathematics, statistics, computer science, physics, engineering), working knowledge and practical experience applying machine learning, deep learning is a plus, Familiarity with China equity markets or cross-border trading dynamics is a plus
What You'll Do.
and support systematic equity strategies across the full trading lifecycle
and analyze large-scale raw datasets to build a reliable foundation for US and China equities alpha research
Assist Portfolio Managers in developing tools to analyze
and monitor portfolio performance
Apply statistical and machine learning techniques
including deep learning models where appropriate
to enhance signal generation and forecasting
Contribute across the full trading lifecycle: ideation
and live performance monitoring
Stay informed on equity market structure
short-horizon dynamics
emerging data sources
and relevant technological advancements across both US and China markets
How You'll Work.
Team & Collaboration
work closely with the Portfolio Manager within a collaborative, fast-paced environment
Full Job Description
About EG 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. 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. About The Role We are seeking a motivated Quantitative Researcher to join one of our systematic equity trading teams. In this role, you will leverage the team’s existing research and trading infrastructure to research, develop, and support systematic equity strategies across the full trading lifecycle, from alpha research and signal generation to portfolio construction, execution, and ongoing risk management. The ideal candidate has a strong quantitative foundation, hands-on experience with systematic equity strategies, and an interest in translating research into live trading. This individual will work closely with the Portfolio Manager within a collaborative, fast-paced environment. Key Responsibilities Clean, validate, and analyze large-scale raw datasets to build a reliable foundation for US and China equities alpha research Assist Portfolio Managers in developing tools to analyze, optimize, and monitor portfolio performance Apply statistical and machine learning techniques, including deep learning models where appropriate, to enhance signal generation and forecasting Contribute across the full trading lifecycle: ideation, research, backtesting, optimization, deployment, and live performance monitoring Stay informed on equity market structure, short-horizon
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