Stephanie Tamara Ansari

Quantitative Researcher @WorldQuant

London, GB

Contributing to the research, development and implementation of intraday and mid frequency trading strategies for US equities at this systematic Hedge Fund. Developing skills in processing and analysing order book data, researching alpha signals, and backtesting strategies using BRAIN, Python, R, and SQL. Collaborating closely with senior quantitative researchers and developers to optimise execution, reduce latency, and enhance strategy performance.Key responsibilities included: Clean, preprocess, and analyse US financial market data. Assist in designing and backtesting alpha signals with statistical and machine learning methods.