Quantitative Researcher
**Responsibilities: **Apply statistical and data science techniques to
alternative datasets in order to construct features predictive of stock
returns. Must live within normal commuting distance of worksite. 20% remote
work allowed.
**Requirements: **
- Master’s degree Financial Engineering or related field
- 2 years of related experience
- Any amount of experience designing bond pricing model for a universe of illiquid corporate bonds in the US and Europe
- Any amount of experience creating systematic long-short trading strategies utilizing news sentiment data using PCA and Varimax
- Any amount of experience designing hedging strategy for options using deep neural networks
- Any amount of experience constructing default probability estimator for US companies using Altman’s Z-score