Responsibilities
- Ability to perform rigorous scientific research to uncover anomalies in the global equity markets
- Manage the full cycle of the research process including; idea generation, data ingestion, hypothesis testing, backtesting, implementation, and production monitoring
- Improve the team's existing research and trading process
Qualifications
- PhD or MS/MFE in Finance, Computer Science, Physics, Mathematics, Statistics, Machine Learning or related quantitative field
- ~2-5 years of relevant experience in developing alphas, portfolio construction, optimization, and statistical learning
- Strong programming skills in Python or similar languages (R, Matlab, etc.)