Stamford, CT, 06912, USA
100 days ago
Fundamental Alpha Researcher (USA)
Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity, futures and other markets globally. Starting with many data sets, we develop large sets of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios. Our Fundamental Alpha Research team is a small collaborative team working to create new alphas. Fundamental Alpha Researcher You will focus on identifying and developing systematic, market-neutral trading signals based on your understanding of fundamental data, accounting, and financial analysis. You will collaborate with the Data and Strategy team to build a diverse set of predictive models. Key Responsibilities + Leveraging fundamental data to formulate predictive, market-neutral signals + Designing, implementing, and optimizing various machine learning models to parse data sets for fundamental alpha development + Collaborating with experienced and resourceful quantitative researchers to carry out experiments and test hypothesis using simulations + Optimizing models using domain-specific data to enhance relevance and interpretability in a financial context + Working with large-scale structured and unstructured data sets to develop robust feature pipelines for downstream use in alpha research Requirements + BS/MS/PhD in any STEM field, finance, accounting, or related discipline + Fluent with programming languages such as Python (and experienced with machine learning libraries such as PyTorch, TensorFlow, or HuggingFace Transformers) + Interest in applying fundamental analysis in a systematic, model-driven context + Knowledge of financial accounting and company fundamentals (CFA a plus) + Background in quantitative finance is a plus, but not necessary Benefits + Competitive salary plus bonus based on individual and company performance + Collaborative, Casual, and friendly work environment + PPO Health, dental and vision insurance premiums fully covered for you and your dependents + Pre-tax commuter benefits + Weekly company meals Trexquant is an Equal Opportunity Employer.
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