AQE Research Analyst, Officer
Core
Develop next-generation quantitative investment strategies by combining investment insights, alternative datasets, and sophisticated statistical and machine learning techniques.
Role type
Senior IC quantitative researcher (systematic equities)
Builds
Quantitative investment strategies (enhanced index, active, defensive, market-neutral) for institutional and intermediary clients
Domain
Asset management / Quantitative finance / Machine learning
Deliverable
production ML models
Required skills
Probability, statistics, machine learning, pattern recognition, NLP, time-series analysis, Python, R, MATLAB, large-scale structured/unstructured data manipulation, data engineering concepts
Preferred skills
Quantitative investing, factor investing, portfolio construction, distributed computing (Spark, Databricks, Hadoop, Hive), Linux, deep learning (TensorFlow, Pytorch), cloud computing, data visualization (Tableau, Power BI)
Technologies
Python, R, MATLAB, Spark, Databricks, Hadoop, Hive, SparkSQL, TensorFlow, Pytorch, Tableau, Power BI
Responsibilities
Conceptualize and develop alpha strategies using optimization, ML, deep learning, NLP, and economic insights; Back-test and evaluate investment strategies, data vendors, alternative datasets, and predictive signals; Manipulate, engineer, and analyze large structured and unstructured datasets for research simulations; Partner with portfolio managers, researchers, and data scientists to transition research ideas into scalable investment solutions; Explore and apply emerging AI, ML, and advanced analytics techniques to investment research challenges
Seniority
Senior, hands-on IC