AO/Quantitative Researcher
Core
Lead end-to-end alpha research, portfolio optimization, and infrastructure management for systematic equity strategies.
Role type
Quantitative Researcher (Systematic Equities)
Builds
Systematic equity strategies and investment models
Domain
Finance / Quantitative Equity
Deliverable
production ML models
Required skills
Quantitative research, statistical analysis, Python, SQL, portfolio optimization, risk modeling, back-testing, model ensemble
Preferred skills
Alternative data experience
Technologies
Python, SQL
Responsibilities
Lead alpha research process including data collection, analysis, implementation, back-testing, and model ensemble; Conduct research on portfolio optimization, transaction costs, and risk models; Maintain and enhance production and research infrastructure; Monitor portfolio risk exposures and attribute performance drivers.
Seniority
Mid-level, hands-on IC