A global, multi-strategy hedge fund in New York City is looking to add a data scientist or quantitative researcher to join their hypothesis-driven data science research team that combines the most innovative data analyses and quantitative tools with the firm's fundamental research within their merger/risk arbitrage, credit, long/short equity, and real estate strategies. In this role, you will be working directly with multiple investment teams on a daily basis, and even have the ability to generate your own data-driven insights.
Responsibilities:
Develop and maintain mission-critical data pipelines and analytical tools that streamline and scale the data engineering life-cycle from ingestion to insight
Support day-to-day research operations of the team and take part in continuous improvements to research quality by applying creative problem-solving to a wide variety of research questions
Job Requirements:
Masters or bachelors required (Min: 3.6 GPA) from a top accredited university
Extensive experience working with alternative data on either buy-side or sell-side
Highly skilled in Python and SQL
