ROLE/RESPONSIBILITES • Perform rigorous and innovative research to discover systematic anomalies in equity market • End-to-end development: alpha idea generation, data processing, strategy backtesting, optimization and production implementation • Identify and evaluate new datasets for stock return predictions • Maintain and improve the portfolio trading in production environment REQUIREMENTS • MS or PhD in physics, engineering, statistics, applied math, quantitative finance or other quantitative fields with a strong foundation in statistics • 1+ years of work experience in systematic alpha research in equities • Experience developing short term alpha signals (intraday or a few days) is a plus • Demonstrated proficiency in R or Python • Strong command of foundations of applied statistics, linear algebra, and time series models • Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources • Strong knowledge of financial markets • Highly motivated, willing to take ownership of his/her work • Collaborative mindset with strong independent research ability