<p><strong>ROLE/RESPONSIBILITES</strong></p>
<p></p>
<ul>
<li>Perform rigorous and innovative research to discover systematic anomalies in equity market</li>
<li>End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation</li>
<li>Identify and evaluate new datasets for stock return predictions</li>
<li>Maintain and improve the portfolio trading in production environment</li>
</ul>
<p><strong>REQUIREMENTS</strong></p>
<p><strong></strong></p>
<ul>
<li>MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics</li>
<li>1+ years of work experience in systematic alpha research in equities</li>
<li>Experience developing short term alpha signals (intraday or a few days) is a plus</li>
<li>Demonstrated proficiency in R or Python</li>
<li>Strong command of foundations of applied statistics, linear algebra, and time series models</li>
<li>Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources</li>
<li>Strong knowledge of financial markets</li>
<li>Highly motivated, willing to take ownership of his/her work</li>
<li>Collaborative mindset with strong independent research ability<strong></strong></li>
</ul>