Quantitative Researcher (Alpha Capture)
New York, New York
We are looking for a Quantitative Researcher or Data Scientist to join the Alpha Capture team. This position is based in New York. Alpha Capture is a systematic investment team within L / S Equity at BAM. We are a highly collaborative team that meets regularly to discuss ongoing research efforts, share findings, and brainstorm new initiatives. 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.
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
- Prioritize and manage multiple tasks and projects concurrently to meet / exceed deadline
QUALIFICATIONS
Master's or PhD in Finance, Economics, Statistics, Financial Engineering or related quantitative fieldsIdeally 1-3 years of working experience in quant research / equities / buysideSolid knowledge of probability, statistics, finance, data structures and algorithmsDeep understanding of business fundamentals and strong finance intuitionFamiliarity with financial reporting, and experience working with financial statementsExcellent programming skills in Python, R, SQL, Unix / Linux shell scriptingComfortable working with complex large datasets and apply statistical methods appropriatelyStrong problem-solving skills and ability to identify and implement appropriate solutionsAbility to communicate complex ideas clearly; solid analytical, writing, verbal, technical skillsOutstanding attention to detail and strong organization skillsSector-specific expertise in Industrials, Energy, or B2B TMT a plus