The Alpha Capture team within L/S Equity at BAM is looking for a Quantitative Researcher or Data Scientist to join their team to deliver rigorous research and contribute to their strategies. The role involves developing alpha signals using alternative data and forecasting company fundamentals & KPIs.
Requirements
- Solid knowledge of probability, statistics, finance, data structures and algorithms
- Familiarity with financial reporting, and experience working with financial statements
- Excellent programming skills in Python, R, SQL, Unix/Linux shell scripting
- Comfortable working with complex large datasets and apply statistical methods appropriately
- Strong problem-solving skills and ability to identify and implement appropriate solutions
- Sector-specific expertise in Industrials, Energy, or B2B TMT a plus
Responsibilities
- Process and analyze all kinds of datasets, both structured and unstructured
- Collaborate closely with team members to develop alpha signals using alternative data
- Utilize state of the art data science techniques to forecast company fundamentals & KPIs
- Adopt a data-driven & fundamentally-motivated framework to come up with new alpha generation ideas and rigorously backtest them
- Communicate findings to the team, soliciting feedback, and iteratively refining the core ideas until improvement can be demonstrated
- Write robust, thoroughly tested and peer reviewed code to productionize improvements for the investment strategy and process
Other
- We are looking for someone who is detail-oriented and brings sector-specific experience to our team that can deliver rigorous research to contribute to our strategies.
- Prioritize and manage multiple tasks and projects concurrently to meet/exceed deadlines
- Master's or PhD in Finance, Economics, Statistics, Financial Engineering or related quantitative fields
- Ideally 1-3 years of working experience in quant research / equities / buyside
- Deep understanding of business fundamentals and strong finance intuition
