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A top hedge fund located in New York is looking to expand its quantitative research team. They have been around since the late 2000's. Their next focus is to begin exploring the dark realm of unstructured and alternative data sources to predict market moves and extra alpha.
Responsibilities will include:
Alpha research focused on building systematic/quantitative signals in the equity space
Develop mid to short term equity quant trading strategies
Optimizing and backtesting strategies
Develop predictive models based on alternative data
Analyze fundamental factors to utilize in signal research
The ideal candidate should possess:
PhD in a quantitative field such as mathematics, statistics, computer science, or program with signal analysis related research
5+ years of experience in alpha research and signal analysis
Strong programming skills with statistical languages (Matlab, Python, or R)
Extensive knowledge of fundamental factors
Compensation is very competitive, with a base + bonus structure