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Develop and optimize machine-learning models and trading signals for market-neutral strategies. Parse large datasets, implement academic research, backtest hypotheses, and collaborate with researchers to build scalable systematic trading strategies across equities, futures, commodities, and event-driven research.

Analyze execution data across equities, futures, and other asset classes to build and maintain market impact and trade-cost models. Develop tools and studies to improve execution, collaborate with traders, researchers, brokers, and operations, and present findings to senior researchers to reduce transaction costs and enhance portfolio performance.