Quantitative Research Engineer Needed to Build Trading Strategy Research Platform

We are seeking a Quantitative Research Engineer to develop a research platform for analyzing financial markets, evaluating trading strategies, and performing risk analytics. The system supports systematic strategy development through market data processing, backtesting, performance evaluation, and probabilistic risk modeling. Key Responsibilities - Process and analyze large financial time-series datasets - Engineer trading signals and quantitative features - Develop and evaluate systematic trading strategies - Build backtesting and performance measurement frameworks - Implement Monte Carlo simulations for risk assessment - Analyze portfolio performance and risk metrics - Generate research reports and visualization dashboards Requirements - Strong background in quantitative analysis and financial data - Proficiency in Python and statistical modeling - Experience working with time-series datasets - Understanding of trading strategy evaluation methodologies Nice to Have - Experience with algorithmic trading systems - Knowledge of portfolio optimization techniques - Experience with market microstructure data