The team is known well for providing liquid alternative investment solutions to long-only/hedge fund investors and have been operating at a high level for more than 10 years. They are looking for this individual to focus on mid-frequency equities and conduct alpha research/strategy development.
Key Responsibilities:
- Primary research focus: idea generation, data gathering, research/analysis, model implementation, and back testing for systematic global equities strategies with medium-frequency holding periods
- Collaboration with Sub-PM on signal blending, Portfolio Construction & Optimization
- Explore and analyze large datasets in order to build predictive models that can be deployed to the investment process through statistical learning techniques
Technical/Preferred Skills:
- Strong Python and SQL programming
- Bachelors, Masters, or PhD in a quantitative field
- 0-5 years of experience in quantitative research within systematic equities
- Prior experience developing and implementing strategies in global equities
