We are looking for a Quantitative Researcher Intern to join the Alpha Capture team. Alpha Capture is a systematic investment team that monetizes alpha harvested from traditional and non-traditional sources . Our team aims to continuously improve our investment process by identifying new sources of alpha, enhancing our existing alphas, improving the monetization of our alphas, and developing libraries and tools to facilitate research and analysis. We are a highly collaborative team that meets regularly to discuss ongoing research efforts, share findings, and brainstorm new initiatives. We are looking for someone who is enthusiastic about conducting signal research and is willing to put forth the time and energy to understand the minutiae of a truly unique data source. The goal of the internship will be to contribute a new signal to our alpha library.
This will involve:
· Working with the data intelligence group to develop scripts for collecting and cleaning any raw, semi-structured data;
· Performing exploratory data analysis to facilitate data cleaning and normalization;
· Identifying economically plausible hypotheses and empirically testing them using statistical best practices;
· Communicating findings to the team, soliciting feedback, and iteratively refining the core idea until its monetization potential can be demonstrated;
· “Productionizing” the refined signal – including writing robust, thoroughly tested and peer reviewed code; and
· Managing deadlines and deliverables.
WHAT YOU’LL BRING
· Master’s or PhD in Computer Science, Statistics, Physics or related quantitative field – seeking May 2024 Graduates.
· Solid knowledge of probability, statistics, data structures and algorithms.
· Excellent programming skills in Python, R, C/C++. Familiar with SQL and unix/linux shell scripting.
· Ability to appropriately apply statistical methods (classification, regression, clustering, etc.)
· Experience working with text and/or image data and relevant toolsets is an asset.
· Experience with distributed systems and cloud environments (e.g. key AWS services) is an asset.
· Participation in open source community or recent side projects involving data analysis is an asset.
· Demonstrated experience highlighting creativity. Ability to thrive in an autonomous environment. Meticulous attention to detail and desire to execute.
EXTRA POINTS FOR
· Publications in top academic conferences or journals (e.g. ACL, CVPR, WWW, RecSys, ICCV, NeurIPS, AIStats, ICML, …) is an asset.
· Prior experience in finance is *not* required but is a bonus