ROLE/RESPONSIBILITES

• Perform rigorous and innovative research to discover systematic anomalies in equity market
• End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation
• Identify and evaluate new datasets for stock return predictions
• Maintain and improve the portfolio trading in production environment

REQUIREMENTS

• MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics
• 1+ years of work experience in systematic alpha research in equities
• Experience developing short term alpha signals (intraday or a few days) is a plus
• Demonstrated proficiency in R or Python
• Strong command of foundations of applied statistics, linear algebra, and time series models
• Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
• Strong knowledge of financial markets
• Highly motivated, willing to take ownership of his/her work
• Collaborative mindset with strong independent research ability