Senior Quant Researcher – Live Trading Alpha Signals

Alexander Chapman Ltd; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Alexander Chapman Ltd, a leading hedge fund in New York, is seeking a mid-to-senior Quantitative Researcher to develop and implement systematic strategies across multiple asset classes. You will work with experienced researchers, portfolio managers and technologists to influence live trading and performance.

The role emphasizes rigorous backtesting, scalable research infra, and collaboration with traders and developers to translate research into production-ready strategies, with a strong

Qualifications

• Strong academic background in mathematics, statistics, physics, CS, engineering or a related quantitative field.
• Experience in quantitative research within hedge funds or prop trading.
• Proficiency in Python and/or C++, with large data and research infra experience.
• Solid knowledge of statistical modelling, time-series, probability, optimisation and finance.
• Experience developing and validating signals and backtesting for live trading.

Responsibilities

• Research, backtest and implement quantitative trading strategies across multiple asset classes.
• Identify alpha sources via statistical modelling, ML, and time-series analysis.
• Analyse large datasets to uncover market inefficiencies and predict signals.
• Build robust research frameworks for live deployment and scaling.
• Work with PMs, traders and developers to translate research into production.
• Monitor strategy performance and conduct attribution to refine models.
• Contribute to portfolio construction and risk management decisions.

Skills

Python

C++

Time-series

Machine learning

Quant Finance

Data analysis

Education

Bachelor's degree in quantitative field

Tools

Pandas

NumPy

SQL

Backtesting framework

Job description

Alexander Chapman Ltd, a leading hedge fund in New York, is seeking a mid-to-senior Quantitative Researcher to develop and implement systematic strategies across multiple asset classes. You will work with experienced researchers, portfolio managers and technologists to influence live trading and performance.

The role emphasizes rigorous backtesting, scalable research infra, and collaboration with traders and developers to translate research into production-ready strategies, with a strong