Quantitative Researcher (Systematic Equity Strategies)

TL;DR

Quantitative Researcher (Systematic Equity Strategies): Developing and backtesting proprietary equity alpha signals for a cross-asset investment firm with an accent on quantitative signal generation and model validation. Focus on building proprietary research tools and translating complex mathematical concepts into tradable strategies.

Location: Must be based in Switzerland (Hybrid / Remote-friendly)

Company

hirify.global is a private investment firm dedicated to cross-asset investing using a systematic framework that integrates algorithmic trading with market analysis.

What you will do

• Develop, backtest, and model novel equity alpha signals.
• Maintain high standards of precision in data cleaning and model validation to ensure signal integrity.
• Design, build, and maintain proprietary tools and systems for the quantitative research pipeline.
• Collaborate with other quantitative researchers to expand and refine the suite of signals.

Requirements

• 1-2 years of professional experience in equity quantitative research and systematic strategies.
• Masters or PhD from a top-tier institution in Applied Mathematics, Physics, Engineering, or Quantitative Finance.
• Programming skills in Python with a sound understanding of data structures, statistics, and algorithms.
• Must be based in Switzerland.
• English: Clear and concise verbal and written communication skills required.

Nice to have

• Familiarity with solvers and optimization techniques.

Culture & Benefits

• Collaborative, high-ownership environment with career development opportunities.
• Remote-friendly culture with a modern office in Baar, Switzerland.
• Competitive compensation including a performance-based annual bonus.
• 25 days of paid leave.
• Progressive social benefits and regular company events.