Team Overview

We are looking for Quantitative Researchers to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.

 

As a Quantitative Researcher, you will work on high-impact projects that improve the specification and/or implementation of our investment models as well as research projects that improve portfolio construction decisions in our fully integrated, unified systematic investment process.

 

Responsibilities

Your responsibilities are expected to grow in line with your experience and abilities. Depending on your competitive advantages, typical responsibilities may include:

·        Merging, structuring, and analyzing large amounts of data from various sources

·        Assessing the quality of historical panel data, diagnosing deficiencies, and prescribing fixes

·        Performing ad-hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources

·        Writing and maintaining production-quality code used directly in the investment process

·        Researching predictable patterns in asset returns, risks, trading costs and other data relevant to financial markets

·        Performing portfolio construction research using our simulation capability

·        Working with software engineers to design feeds for new data sources from third-party vendors

·        Participating in data architecture decision-making to support the Research data platform

 

Qualifications

·        An undergraduate or graduate degree from a top educational institution in finance, mathematics, economics, or a closely-related discipline emphasizing quantitative and financial analysis

·        Demonstrated professional or academic success (recent graduates are encouraged to apply)

·        Strong analytical, quantitative, and problem solving skills

·        Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory

·        Knowledge of the application of statistics to economics (including econometrics or regression analysis)

·        Experience with a statistical computing environment such as Python, Stata, R, or MATLAB

·        Experience analyzing large data sets

·        Understanding of finance (including equities and derivatives)

·        Passion for financial markets

·        Excellent communication skills, including data visualization

·        High energy and strong work ethic

In addition, the following are a plus:

·        Good understanding of the academic field of empirical asset pricing

·        Familiarity with financial data products

·        Experience with stock market data sets

Please include a cover letter detailing your short and long-term career goals as well as your resume and transcript(s) upon submission of your application.