Fundamental Data Researcher
Core
Designing and owning processes to normalize, sanitize, and track fundamental corporate data (10Q, 10K, bond issuances) for a systematic trading portfolio management team.
Role type
Fundamental Data Researcher
Builds
Normalized fundamental datasets and real-time corporate event tracking for US credit markets
Domain
US Credit Markets / Systematic Trading
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Data normalization, anomaly detection, deep-dive case study analysis, capital structure prediction, unstructured data sourcing, empirical data analysis
Preferred skills
Python programming, Statistics, Econometrics, CPA, CFA
Technologies
Python
Responsibilities
Design and own process of normalizing and sanitizing fundamental data across a wide universe of public companies; Design and own process of tracking real-time data of corporate bond issuances/redemptions and other relevant corporate events; Conduct independent research of the fundamental data, detecting anomalies and outliers; In collaboration with the research team, make predictions of capital structure changes and corporate event outcomes; Proactively search for alternative, unstructured data sets with signal potential for corporate credit