Equity Quantitative Researcher

Role/responsibilites

• Perform rigorous and innovative research to discover systematic anomalies in equity market

• End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation

• Identify and evaluate new datasets for stock return predictions

• Maintain and improve the portfolio trading in production environment

Requirements

• • MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics

• • 1+ years of work experience in systematic alpha research in equities

• • Experience developing short term alpha signals (intraday or a few days) is a plus

• • Demonstrated proficiency in R or Python

• • Strong command of foundations of applied statistics, linear algebra, and time series models

• • Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources

• • Strong knowledge of financial markets

• • Highly motivated, willing to take ownership of his/her work

• • Collaborative mindset with strong independent research ability