Senior Quantitative Researcher

Principal Responsibilities

• Work alongside the Senior Portfolio Manager on building alpha research pipelines:
  • Understand the potential prediction power from data source and identify alphas
  • Identifying and processing dataset to create features or alphas
  • Performing various statistical analysis to ensure the robustness
• Mentor and guide junior team members

Preferred Technical Skills

• Expert in Python (KDB/Q is a plus)
• Proficient in modern data science tools stacks (Jupyter, pandas, numpy, sklearn)
• Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University
• Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory
• Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts

Preferred Experience

• 4+ years of experience working in a systematic trading environment with a focus on equities
• 4+ years of hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.)
• Demonstrated successful in building uncorrelated alphas and in adding orthogonal value to the portfolios
• Established alpha research pipeline with production grade output
• The ideal candidate would have a few years of successful live trading history
• Strong experience in evaluating alphas with statistical methods
• Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment

Highly Valued Relevant Experience

• Strong intuition about feature/data prediction power
• Extremely rigorous, critical thinker, self-motivated, detail-oriented, and able to work independently in a fast-paced environment
• Entrepreneurial mindset
• Curiosity and critical thinker
• Eagerness to learn and grow professionally
• Highly organized, eager to improve and create tools in order to increase efficiency and to scale up the research effort