The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.
Key Responsibilities
- The role of the “Researcher” within the Portfolio Research team involves researching and implementing the following:
- quant-specific modifications to risk models
- quant-specific performance attribution
- framework for portfolio optimization
- framework for identifying and quantifying transient yet significant factors and signals.
- framework for doing due diligence on transaction cost and market impact models.
- Conduct original quantitative research.
- Follow, digest and analyze the latest academic research.
- Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, signal discovery, back-testing and portfolio analysis
- Build analytical tools to supplement shared research framework.
Skills, Knowledge & Experience
- S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline.
- Programming in Python (polars preferred) and working knowledge of SQL
- Strong analytical and quantitative skills.
- Willingness to take ownership of his/her work.
- Ability to work both independently and collaboratively within a team.
- Strong desire to deliver high quality results in a timely fashion.
- Detail-oriented.
- Prior experience in the financial services industry is not required.
- A commitment to the highest ethical standards.
