We are working with a rapidly growing fund based out of San Francisco that is working to build out their Quantitative Research team. This fund has a highly specialized approach in which they've placed a significant emphasis on their ability to leverage alternative data, creating cutting edge models in their sector specific business model.
Leveraging primarily fundamental strategies, the firm has differentiated themselves by heavily utilizing alternative data in a unique way. They've experienced massive success since inception and are investing heavily into their quantitative capabilities.
- Front to back research, including data processing, strategy development and back testing, portfolio construction and optimization
- Researching and integrating data feeds from alternative resources
- Developing statistical/mathematic models in order to value investments and project returns
- At least Bachelor's, Master's or PhD preferred, in a quantitative space such at Mathematics, Statistics, Computer Science or Financial Engineering
- Experience working with alternative data in a quantitative capacity, managing large data sets in order to develop key analysis
- Prior experience developing and integrating quantitative models, preferably in a long/short equities environment or with exposure to equities
- Experience with fundamental strategies
- Programming skills in Python, C++ or R