Quantitative Researcher

Led research and production deployment of medium- to high-frequency statistical arbitrage strategies across global equities, leveraging large-scale deep learning models for alpha generation. Designed and optimized the firm's core forecasting platform, training transformer- and sequence-based architectures on decades of multi-modal market, alternative, and fundamental data, replacing legacy prediction systems. Developed scalable research infrastructure for feature engineering, alternative data ingestion, model validation, and low-latency production deployment, with rigorous controls for data leakage, provenance, and live monitoring. #J-18808-Ljbffr