DAXU - Alpha Capture Quantitative Researcher - New York

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 fields
• Ideally 1-3 years of working experience in quant research / equities / buyside
• Solid knowledge of probability, statistics, finance, data structures and algorithms
• Deep understanding of business fundamentals and strong finance intuition
• 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
• Ability to communicate complex ideas clearly; solid analytical, writing, verbal, technical skills
• Outstanding attention to detail and strong organization skills
• Sector-specific expertise in Industrials, Energy, or B2B TMT a plus