ROLE:
The ideal candidate will be responsible for all of parts of the research pipeline-including data processing, feature design, model training, portfolio construction and management, back-testing, and performance analysis. Successful
researchers combine statistical analysis, machine learning techniques, intense passion, and curiosity to decipher the
market, and aspire to gain great intellectual understanding and financial outperformance.
RESPONSIBILITIES:
- Finding alphas in global equity markets by applying rigorous statistical analysis on technical data or alternative data sets. Performing hypotheses testing, feature design, and backtesting to improve on alpha ideas.
- Maintaining and improving the research pipeline, including alpha generation, portfolio construction, back-testing, and monetization.
- Maintaining and improving portfolio trading in production environments.
REQUIREMENTS:
- Bachelors degree or higher in mathematics, statistics, computer science, or other quantitative discipline.
- 2+ years of experience in quantitative research. Experience in medium frequency equity research is a plus.
- Strong analytical and quantitative skills; solid knowledge in statistics, linear algebra, or machine learning.
- Proficiency in Python. Familiarity with scientific toolkits, such as Numpy and Pandas.
- Ability to work both independently and collaboratively within a team.
