Quant Research - Equity

An established buy-side firm is hiring a Quant Research / Quant Strategy role within their Investment Data Science team.

This is a 'capability lead' role where you champion the use of statistical and/or machine learning techniques to generate alpha signals. The ideal candidate would:

• Possess the ability to initiate new signal research, derive signals from structured and unstructured data, and evaluate signals using a range of metrics from both a single-trade and portfolio perspective.
• Be able to explain technical concepts to non-technical stakeholders

Your current skill sets:

• Masters or PhD in a quantitative field (e.g. statistics, mathematics or economics with a demonstrated application to Finance)
• At least 4 years of prior buy-side work experience researching and developing signals using a range of datasets
• Understanding of and appreciation for basic micro and macroeconomic dynamics
• Understanding of how models can be built to explain or predict how businesses work or market move
• Knowledge of how to interact with databases (e.g. PostgreSQL or Snowflake)
• Programming skills in Python or R notebooks