A legacy Equity L/S PM at a Multi-Manager fund in NYC is actively seeking an Equity Quant Researcher (Python) specialized in alternative data usage to join their book.
They are ideally seeking someone familiar in working with noisy, unstructured data who can effectively model and extract systematic signals to drive PnL. The QR will be instrumental in exploring novel datasets and developing end-to-end systematic strategies with mid-frequency holding periods.
The ideal candidate will have:
- 3+ years experience working in a Quant Researcher function (buyside preferred)
- Familiarity/in depth experience working with alternative data
- Deep experience in data manipulation/cleansing
- Strong Python
- Advanced STEM degree
- Desire to work in a front office, PnL generating seat