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Fundamental Data Researcher for Systematic Strategies
3 weeks ago
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
- 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
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