Data Researcher for Systematic Trading Strategies
4 hours ago
Quanta Search is a leading investment firm that deploys systematic, computer-driven trading strategies across multiple liquid asset classes. We are seeking a highly talented Data Researcher to join our portfolio management team specializing in the systematic trading of US credit markets.
Key Responsibilities:- Design and implement a process for normalizing and sanitizing fundamental data across a wide universe of public companies.
- Track real-time data of corporate bond issuances, redemptions, and other relevant corporate events.
- Conduct independent research of fundamental data, detecting anomalies and outliers, and prioritize deep dive case studies.
- Collaborate with the research team to 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 related discipline.
- 2+ years of work experience as an accountant, financial data analyst, industry analyst, or 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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