Quant Signals External Contributor
A performance-based arrangement for experienced independent researchers to supply predictive signals to the firm. Payment depends on how well the signals perform, and contributors can be based anywhere subject to approval.
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.
- Submit predictive signals in equities and other asset classes
- Cover holding periods from hours to weeks
- Refine signals using feedback on their live performance
- Work independently as an outside contributor to the firm's research
What they ask for
Required
- Record of successful systematic strategies
- Realised Sharpe ratios above 1.5
- Deep knowledge of equity and/or macro markets
- 4+ years building strategies
- Independent thinking
- Education
- No education requirement stated
- Experience
- At least 4 years building successful systematic strategies
- Markets
- equities, fx, credit, commodities, fixed-income, multi-asset
How to prepare
- Build a documented strategy track record with honest out-of-sample evidence
- Learn how Sharpe ratio is estimated and why it overstates after data mining
- Study capacity, turnover and cost effects on signals of hours-to-weeks horizon
- Practise macro and equity factor research
What to study
- Quantitative Research, Data and Backtesting
- Empirical Asset Pricing and Factor Investing
- Statistical Arbitrage
- Probability, Statistics and Financial Data
The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Qube Research & Technologies’s site before applying: requirements, location and pay can change after we check them.
View the posting on Qube Research & Technologies’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Qube Research & Technologies and doesn’t handle applications.