Tech Stack

Description

You will perform rigorous research to uncover systematic anomalies in equity markets, taking ownership of alpha idea generation, data processing, strategy backtesting, optimization, and production implementation. Identify and evaluate new datasets to predict stock returns, and maintain live trading portfolios.

Requirements

• MS or PhD in quantitative field with strong statistics foundation
• 1+ years of systematic alpha research in equities
• Proficiency in R or Python
• Strong foundation in applied statistics, linear algebra, time series
• Ability to scrub, format, and manipulate large raw datasets

Responsibilities

• Conduct research to discover systematic anomalies in equity markets
• Develop alpha signals from idea generation to production implementation
• Identify and evaluate new datasets for stock return predictions
• Maintain and improve portfolio trading in production