Quantitative Researcher, Implementation

Counterpoint Funds is a systematic and research driven investment advisor with over $2 billion in assets under management.

The Quantitative Researcher will work closely with a small portfolio management team to research and implement investment strategies. The ideal candidate should be passionate about quantitative investing and have experience with Long/Short equity strategies.

Specific Responsibilities Include:

Conduct research and analysis to develop new and enhance existing investment strategies

Develop, test, and implement research ideas and investment strategies by leveraging optimization, machine learning, and backtesting techniques

Create new and maintain existing code around daily model operation, trading implementation, attribution and research functions using SQL, Matlab, Python, or other relevant languages

Perform research utilizing machine learning and applications to portfolio construction in quantitative finance

Assist in tasks related to trading and implementation of portfolio management

Operate quantitative models and manage fund rebalance processes

Assist with auditing and cleaning data in order to maintain data quality

Requirements:

Ph.D in a quantitative discipline (e.g., Finance, Economics, Operations Research, Applied Math, Statistics) and practical experience in quantitative finance

Strong proficiency in Python, Matlab, and/or other advanced programming languages

Strong attention to detail, analytical, mathematical, and problem-solving skills

Exceptional verbal, written, and technical skills

Excellent organizational and multi-tasking skills

Ability to contribute and thrive in a team-oriented culture

Familiarity with various financial products: mutual funds, equities, derivatives (options, futures, swaps)

Experience with Bloomberg preferred

Experience with SQL-type databases preferred

Job is local to San Diego and in the office daily