Quant Researcher - Factor Ressearch
Core
Develop proprietary factor models and systematic investment signals to understand drivers of stock returns and enhance investment decision-making for global equity markets.
Role type
Quantitative Researcher (Factor Research)
Builds
Proprietary equity factors and systematic investment signals
Domain
Global Equity Markets / Quantitative Finance
Deliverable
production ML models
Required skills
Factor model development, equity return forecasting, risk attribution, performance attribution, Python programming, large financial dataset analysis, empirical research, economic rationale evaluation
Preferred skills
Research on Value, Momentum, Quality, Growth, Profitability, Revision, Sentiment, or Crowding factors, scalable research tool building