Quantitative Researcher, Systematic Equities

Principal Responsibilities

• Working alongside the SPM and team on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation, portfolio optimization and back testing for systematic equity strategies
• Combining sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
• Collaborating with the SPM in a transparent environment, engaging with the whole investment process

Preferred Technical Skills

• Strong research and programming skills are necessary
• Strong knowledge of statistics
• Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related STEM field from a top ranked university

Preferred Experience

• A minimum of 3 years of experience working in a quantitative research capacity focusing on systematic equities
• Experience with equity risk models and portfolio optimization
• Strong preference for candidates coming from quantitative trading firms but open to individuals from banks as well

Highly Valued Relevant Experience

• Strong economic intuition and critical thinking

• Experience with fundamental and alternative data

• Experience with sector-specific equity research

Target Start Date

• As soon as possible
• Open to 6-9 month NCA for exceptional candidates