About this role
ROLE/RESPONSIBILITES
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Perform rigorous and innovative research to discover systematic anomalies in equity market
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End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation
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Identify and evaluate new datasets for stock return predictions
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Maintain and improve the portfolio trading in production environment
REQUIREMENTS
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MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics
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1+ years of work experience in systematic alpha research in equities
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Experience developing short term alpha signals (intraday or a few days) is a plus
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Demonstrated proficiency in R or Python
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Strong command of foundations of applied statistics, linear algebra, and time series models
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Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
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Strong knowledge of financial markets
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Highly motivated, willing to take ownership of his/her work
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Collaborative mindset with strong independent research ability****