Quant jobs / Engineers Gate

Quantitative Researcher – Systematic Equity

A researcher seat on a systematic equity team at Engineers Gate, working with the Portfolio Manager across the full strategy lifecycle. The focus is US and China equities.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Clean and validate large raw datasets for US and China equity alpha research
Build tools to analyse, optimise and monitor portfolio performance
Apply statistical and ML methods, including deep learning where it helps, to signals and forecasts
Support backtesting, deployment and live monitoring of strategies

What they ask for

Required

1-5 years in systematic equity research or quant trading
Strong maths and programming
Python
Practical machine learning
Awareness of equity market structure and short-horizon dynamics

Preferred

Master's or PhD in a quantitative field
Deep learning
China equities or cross-border trading familiarity

Education: MS or PhD in a quantitative field is a plus
Experience: 1-5 years in systematic equity research or quantitative trading
Languages and tools: Python
Markets: equities

How to prepare

Build an equity signal pipeline in Python with proper train-test separation
Study portfolio construction and optimisation with turnover and risk constraints
Learn how China A-share markets differ: trading limits, retail flows and data quirks
Practise comparing gradient boosting with simple linear models on cross-sectional data

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Engineers Gate’s site before applying: requirements, location and pay can change after we check them.

View the posting on Engineers Gate’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Engineers Gate and doesn’t handle applications.