This individual will be responsible for researching all aspects of the investment process including data processing, alpha modeling, as well as portfolio optimization. Extremely collaborative environment with the main goal of contributing to the firms leading edge and innovative investment process.
Core Responsibilities:
- Creating cutting edge investment strategies
- Data analysis
- Research into U.S. and global equity market inefficiencies
- Developing new as well as improving existing investment models through innovative data sources
Requirements
- Strong Python/C++ skills (experience with Julia is a plus but not required)
- Minimum 3 years of experience with empirical equity research
- Experience with Fundamental and market data
- Higher education (preferably a PhD) in a quantitative field (Finance, Econometrics, Physics, Statistics, Mathematics)
