Our client is a systematic investment fund in New York with a position for a Quantitative Researcher with expertise in event driven and alternative data strategies.
We are looking for a candidate with experience forecasting earnings using traditional and alternative data-sets such as credit card data. The ideal candidate will have 4-8 years of experience conducting bottom up research using a quantitative, data science and systematic approach. The mandate of the group is to trade relative value and beta neutral strategies in global equities. The candidate will join the group with a mandate to build out a range of strategies that are not correlated with the groups existing statistical arbitrage models.
If you would like to be considered for the position of Quantitative Researcher or wish to discuss it further please leave your details below. Your resume will be held in confidence until you connect with a member of our search team