Responsibilities:
- Work in the Strategic Alpha Research team to develop and improve on quantitative investment strategies.
- Support all strategies from alpha generation through to trade execution and implementation
- Work closely with other team members creating new strategies by identifying investment ideas or innovative data sources
- Gather and refine complex data for modeling
- Code (Python, R, SAS) and perform statistical analysis to build and refine models; interpret, present, and implement the results
Qualifications:
- PhD or Masters Quantitative Field (Statistics, Engineering, Computer Science, Physics, Math)
- 2+ years of work experience in developing and research in alpha generation and equities
- Strong programming skills analyzing large and complex data with statistical tools (e.g. Python, R, SAS)
- The ability to explain complex ideas clearly is a plus.
- Must have quantitative skills from formal training in econometrics or statistics, and extensive experience in utilizing those skills in empirical research
- Must have a strong record of original research and demonstrated problem solving ability
