This new hire will work alongside the senior portfolio manager on the entire investment process, from idea generation to back testing for systematic equity strategies. This individual will also be tasked with exploring & analyzing a large variety of datasets in order to build predictive models which will be deploy to the investment process.
Requirements/Preferred Experience
- Minimum 3 years of experience in a quantitative research role focused on systematic equities
- Portfolio optimization and equity risk modeling experience preferred
- Strong programming skills in Python or C++ and SQL
- Deep understanding of equity sectors (TMT, Financials, Consumer, etc.)
- Experience exploring, researching, and deploying trading signals from alternative/fundamental data
- Prefer candidates coming from a quantitative trading firm but open to consider strong candidates form banks
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