- Analyze data to identify new systematic opportunities (e.g. historical/seasonal patterns, consistent mispricing between instruments)
- Improve existing strategies through incorporation of new data, feature engineering, and model improvement
- Write and maintain code in R to run back tests of current and new strategies
- Build and improve data intake pipelines
- Refactor existing code for efficiency, cleanliness, speed
- Write code to interface with advanced data-provider APIs
- Analyze and scrub new data sets to remove any errors
- Maintain R code used to download, store and scrub data
- Contact vendors to obtain quotes to purchase new data sets and troubleshoot issues
- Assist in improving middle and back office duties as needed
- Bachelor’s degree with strong academic performance in math, computer science, engineering or equivalent work experience.
- Masters/PhD preferred, and will be compensated appropriately.
- 2+ years of experience in a data analyst, research assistant, or similar role
- 1+ years programming experience (R, Python, Matlab, Java, or C++; 3+ years preferred)
- Ability to effectively communicate project updates and findings
- Personal or professional experience trading stocks