The role
Building and maintaining alpha signals for an equities portfolio, working with portfolio managers who trade them. Research is judged on live performance, not on backtests.
What the work involves
- Research, test and deploy signals for a systematic equities book
- Maintain and improve signals already in production
- Work with portfolio managers on sizing, capacity and turnover
- Build the datasets and tooling the research depends on
What firms look for
- PhD or equivalent research experience in a quantitative field
- Strong statistics, with rigorous treatment of overfitting and data leakage
- Python and SQL; production research code, not scripts
- Experience with equity data: fundamentals, flows, alternative datasets
- Judgement about which results are real
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Citadel directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.