Quantitative Researcher

About the Company

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

Responsibilities

• 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

Requirements

• 1–5 years of experience in systematic equity research or quantitative trading
• Strong quantitative, mathematical, and programming skills
• Proficiency in Python
• Working knowledge and practical experience applying machine learning models

Preferred Qualifications

• MS or PhD in a quantitative field (e.g., mathematics, statistics, computer science, physics, engineering)
• Experience with deep learning
• Familiarity with China equity markets or cross-border trading dynamics