As a Quantitative Researcher within the Equity Statistical Arbitrage wing, you will spearhead a data-centric workflow to capture alpha by elevating predictive modeling standards to the highest levels. This role focuses on creating a world-class modeling workflow that transforms massive financial datasets into mathematical models, with a specific emphasis on uncovering untapped signals within the fixed-income section of the traded universe. You will tackle complex software infrastructure challenges, including the optimization of calibration frameworks, the implementation of robust data preparation pipelines, and the prototyping of novel time-series architectures. Operating in a high-autonomy environment with short feedback cycles, you will bridge the gap between advanced machine learning and market microstructure to build scalable, risk-managed portfolios. The ideal candidate possesses at least three years of professional experience and demonstrates a scientific...