Quanta Search
Fundamental Data Researcher for Systematic Strategies (New York or Chicago)
Quanta Search, New York, New York, us, 10261
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 eventsConduct independent research of the fundamental data, detecting anomalies and outliers. Prioritize and conduct deep dive case studiesIn collaboration with the research team, make predictions of capital structure changes and corporate event outcomesProactively search for alternative, unstructured data sets with signal potential for corporate credit
Requirements:
Undergraduate degree or higher in Accounting, Economics, Business, or other related discipline2+ years of work experience as an accountant, financial data analyst, industry analyst, or other related roleCPA or CFA is a plus. Coursework in Statistics and Econometrics and skills in empirical data analysis are a plusSome programming skills are a plus (e.g., Python) and a strong self-learnerTenacious, detail-orientated, and organizedStrong communication skillsTeam player, driven and collaborative
Thank you for illuminating hiring with Quanta Search!
www.quantasearch.com
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 eventsConduct independent research of the fundamental data, detecting anomalies and outliers. Prioritize and conduct deep dive case studiesIn collaboration with the research team, make predictions of capital structure changes and corporate event outcomesProactively search for alternative, unstructured data sets with signal potential for corporate credit
Requirements:
Undergraduate degree or higher in Accounting, Economics, Business, or other related discipline2+ years of work experience as an accountant, financial data analyst, industry analyst, or other related roleCPA or CFA is a plus. Coursework in Statistics and Econometrics and skills in empirical data analysis are a plusSome programming skills are a plus (e.g., Python) and a strong self-learnerTenacious, detail-orientated, and organizedStrong communication skillsTeam player, driven and collaborative
Thank you for illuminating hiring with Quanta Search!
www.quantasearch.com