YipitData is looking to build and scale quantitative products powered by their library of alternative datasets to generate predictive insights and improve investment decision-making.
Requirements
- A strong analytical toolkit and fluency in statistical modeling, econometrics, and/or machine learning methods.
- Proficiency with Python (preferred), R, or similar tools for quantitative research.
- Experience working with financial and/or alternative data to generate investment insights.
- Deep curiosity about financial markets and a passion for data-driven investing.
Responsibilities
- Develop and enhance systematic strategies that leverage alternative datasets to generate predictive insights and improve investment decision-making.
- Explore and evaluate datasets to identify leading KPIs and statistical signals, with the goal of improving model accuracy (MAPE, correlation, etc.).
- Design and backtest models to validate predictive value and ensure robustness across a range of market conditions.
- Collaborate cross-functionally with product, data, and engineering teams to scale research into production-ready quant products.
- Shape the future of the quant business line by contributing to team strategy and process development at a critical inflection point for YipitData.
Other
- 4–6 years of relevant experience (minimum 3 years) at a buy-side or sell-side firm.
- The ability to balance independent research with collaborative execution in a fast-paced environment.
- This role may be performed fully remotely within the United States.
- NOT able to consider candidates who currently or in the future will require visa sponsorship.
