I'm working directly with the acting CIO and Sr. Quant PM at a $40bn+ AUM investment manager as the firm is growing their quant research department moving into 2025. Due to their strong performance, they have seen an influx in assets, and as a result, are specifically adding two headcount to focus on driving equity alpha research.
More specifically, the candidate will be responsible for building novel global equity alpha factors in the low to medium frequency space, while liaising with other QRs and PMs to enhance the firms' research agenda. You will be tasked with analyzing a variety of market, fundamental and alt data sets by applying ML and statistical analysis. Note that the desired candidates will own the complete end to end process, which will entail more ownership over their models.
Skills/Attributes/Requirements:
- Programming skills in Python and SQL
- Strong knowledge of NLP and ML preferred
- Minimum 3 years of quantitative research experience in equity investments and previous exposure to global equities/ high dividend yield strategies preferred
- Knowledge of financial software and proficiency with large time series datasets
- Will consider bachelor's degrees but prefer candidates with graduate level degrees
- Willingness to relocate to Los Angeles or Dallas
