Quantitative Researcher

Engineers Gate (EG) is a leading investment manager founded in 2014 as a quantitative computer-driven trading EG operates as a diversified multi-strategy investment platform that combines systematic research withselective discretionary approaches.

EGs multi-manager platform allows independent investment teams to pursue distinct strategies while benefiting fromshared infrastructure risk management and operational support. The firms collaborative groups of researchersengineers and investment professionals deploy sophisticated statistical models proprietary technology and acentralized data platform to isolate and solve challenging problem sets in the global financial markets.

We are seeking a motivated Quantitative Researcher to join one of our systematic equity trading this role you will leverage the teams 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.

• 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 dynamics emerging data sources and relevant technological advancements across both US and China markets

• MS or PhD in a quantitative field (e.g. mathematics statistics computer science physics engineering) is a plus.
• 15 years of experience in systematic equity research or quantitative trading.
• Strong quantitative mathematical and programming skills; Python required
• Working knowledge and practical experience applying machine learning models; experience with deep learning is a plus.
• Familiarity with China equity markets or cross-border trading dynamics is a plus

Please review the applicable candidate privacy notice (the Notice) available at By seeking employment with Engineers Gate HK Limited or EG SG Pte. Ltd. as applicable (EG) or submitting your application and/or personal data to EG you acknowledge that you have read and understood the Notice and have agreed and consented to EGs collecting using disclosing processing and/or transferring your personal data in accordance with the Notice.