QF Alpha is a quantitative equities trading firm dedicated to leveraging data, technology, and innovation to drive consistent alpha. Our experienced team of traders, engineers, and researchers operate at the intersection of finance and machine learning, building systems designed for speed, scale, and success.
Having built a strong track-record trading private equity over the last 10 years, our board of directors voted to open our doors to outside investors from 2025.
We employ systematic strategies across a variety of equities markets, focusing on statistical arbitrage, momentum-based trading, and machine learning-driven models. QF Alpha combines proprietary algorithms with rigorous risk management to identify and capture alpha opportunities in real-time.
Join our high-performance quant team to research and implement systematic trading strategies. Ideal for candidates with strong mathematical skills, coding experience in C++ or Python, and a passion for financial markets.
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Develop low-latency trading systems and quantitative tools. Work closely with researchers to implement robust, high-performance code. Expertise in C++ or Rust is highly valued.
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Automate, monitor, and secure our cloud infrastructure. You’ll work closely with developers to deploy robust CI/CD pipelines, improve system reliability, and enhance workflows in AWS.
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