Job Summary: Studies investment factors and shares significant findings through research reports. Develops the methods and tools used to study investment factors. Helps investment managers apply factor research to their investment strategies.

Duties & Responsibilities:

• Develop new factors that are beneficial to our investment strategies.

• Study deeper data science topics and presents findings to the team.

• Analyze investment factors using efficient and robust methods.

• Apply machine learning techniques to develop models.

• Run backtests to prove the efficacy of factors and models.

• Share findings from factor analysis and backtesting with the group.

• Write research notes and reports related to significant findings.

• Propose creative solutions to research challenges.

• Teach and mentor junior team members.
  

Competencies:

• Highest levels of integrity and professional maturity

• Highly organized, analytical problem solver

• Collaborative teammate

• Clarity and precision in written and oral communication

Qualifications & Requirements:

• Bachelor’s degree or higher in data science, math, engineering, or a related field.

• 2-5 years prior experience working with project teams in a corporate environment.

• Advanced skill with data science topics such as machine learning, data mining, statistics, and classification.

• Advanced skill with SQL used to gather, analyze, and clean market data is required.

• Advanced skill with Python libraries such as Pandas, NumPy, MlPy, MatPlotLib, and SciPy is required.
  

• Working knowledge of tools such as R or MatLab is a plus.
  

• Familiarity with financial statistics, common investment styles, and market cycles is a plus.

• Familiarity with algorithmic trading & backtesting using Python (Zipline, PyFolio, AlphaLens, etc.) is a plus.

• Personal interest in equity investments is a plus.

Working Conditions: While performing the duties of this job, the employee is regularly required to sit, stand, walk and use hands to type. The noise level in the work environment is usually moderate. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

上班地址：秀浦路2555号漕河泾商务绿洲