Equity Quantitative Researcher

Job description

**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