ExodusPoint Capital, founded in 2017 by Michael Gelband and Hyung Lee, began managing investor capital in 2018. The firm employs a global multi-strategy investment approach, seeking to deliver compelling asymmetric returns by combining complementary liquid strategies managed by experienced investment professionals within a robust risk framework. ExodusPoint brings together an accomplished team with hands-on experience running multi-manager businesses to create an institutional investment management firm.
We are looking for a quantitative researcher to work with a US-based Inflation PM.
· Experience with various quantitative models (ex. econometric, trees, weighted least squares) to predict a single variable with limited fit history, including the ability to test and compare models
· Ability to perform web scraping to build a database to help forecast various data
· Familiarity with regression regularization and excel models (ex. PCA)
· Intellectual curiosity and curiosity about the interest rate markets
· Interest in being mentored