What are the responsibilities and job description for the Quantitative Researcher - Equities position at Alexander Chapman?
We’re partnering with a newly launched PM pod at a leading multi-strategy platform building mid-frequency systematic equity strategies.
You’ll be part of a lean team driving research, alpha generation, and intraday strategy development. This role offers direct PnL impact, early team ownership, and collaboration with top-tier engineers and PMs.
Responsibilities
- Develop and backtest mid-frequency / intraday alpha signals for equities
- Analyze intraday liquidity, market microstructure, and execution costs
- Collaborate with PM and engineers to refine strategy logic and deployment
- Monitor live strategy performance and iterate rapidly
- Explore new data sources to enhance signal quality
Qualifications
- 2–6 years in quantitative research or systematic trading (mid-frequency preferred)
- Strong Python skills; C or Java a plus
- Experience with intraday equity data and signal modeling
- Knowledge of market microstructure, execution mechanics, and liquidity dynamics
- Strong problem-solving, analytical skills, and attention to detail
Reach out directly if you’d like to learn more or discuss the opportunity confidentially.