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