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