Equity Quantitative Researcher

Role and Responsibilities

• Perform rigorous and innovative research to discover systematic anomalies in the equity market.
• Manage end-to-end development including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation.
• Identify and evaluate new datasets for stock return predictions.
• Maintain and improve portfolio trading in a production environment.

Requirements

• MS or PhD in physics, engineering, statistics, applied mathematics, quantitative finance, or other quantitative fields with a strong foundation in statistics.
• At least 1 year 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 applied statistics, linear algebra, and time series models.
• Ability to efficiently scrub, format, and manipulate large, raw data sources.
• Strong knowledge of financial markets.
• Highly motivated and willing to take ownership of work.
• Collaborative mindset with strong independent research ability.