Fundamental Data Researcher for Systematic Strategies (New York or Chicago)

Our client is one of the world’s premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, credit, and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role A portfolio management team specializing in the systematic trading of US credit markets is looking for a highly talented Data Researcher. Responsibilities Design and own a process of normalizing and sanitizing fundamental data across a wide universe of public companies (based on 10Q, 10K, etc.) Design and own a process of tracking real-time data of corporate bond issuances/redemptions/etc. and other relevant corporate events Conduct independent research of the fundamental data, detecting anomalies and outliers. Prioritize and conduct deep dive case studies In collaboration with the research team, make predictions of capital structure changes and corporate event outcomes Proactively search for alternative, unstructured data sets with signal potential for corporate credit Requirements Undergraduate degree or higher in Accounting, Economics, Business, or other related discipline 2+ years of work experience as an accountant, financial data analyst, industry analyst, or other related role CPA or CFA is a plus. Coursework in Statistics and Econometrics and skills in empirical data analysis are a plus Some programming skills are a plus (e.g., Python) and a strong self-learner Tenacious, detail-orientated, and organized Strong communication skills Team player, driven and collaborative #J-18808-Ljbffr Quanta Search