Quantitative analysis of external datasets for systematic equities strategies, with potential expansion to other asset classes and semi-systematic trading.
Requirements
- Worked with alternative datasets
- Understands the landscape of alternative data
- Understands problems specific to the area, including (but not limited to) data causality and data crowding
- Strong quantitative skills
- Able to think about domain-specific questions
- Able to think about general research topics such as data causality, feature engineering, and portfolio construction
- Performing systematic quantitative analysis of alternative datasets
Responsibilities
- Coordinating with our Data Engineering team to find and onboard new datasets
- Testing whether a new dataset is additive to our modeling
- Developing new techniques for analyzing datasets
- Defining and implementing signals and trading schedules
- Examining data for outliers and general data quality issues
- Shaping the higher-level direction of our alt-data strategy
- Shaping the growth of our alt-data team
Other
- 2-6 years of professional experience
- Ideally with experience in equities
- Team player with a highly collaborative mindset
- Communicates clearly and often
- Enjoys discussing research ideas and results in depth
