One of the top performing Equity L/S Portfolio Managers at a Hedge Fund in NYC is looking for an Alternative Data Quant Researcher/Data Scientist to join their pod. The incoming member will work in a well-established, highly profitable group and largely focus on analyzing alternative datasets at the sector-specific level to build out predictive models used in quantamental equity strategy development.

The team is comprised of a group of intellectually curious members who are always asking the question of which unique dataset could provide a valuable indicator for stock performance. From a cultural perspective, the team lead is looking for someone who possesses this same curiosity coupled with a rigorous research and data analysis approach to provide actionable insights to the investment process.

The ideal candidate for this seat will have:

• 2-5 years experience as a front office Quant Researcher, Data Scientist or Analyst (open to both buyside and sellside)
• Advanced statistical and mathematical modeling skillset
• Strong Python coding (+associated packages for data analysis)
• STEM degree from a top university (open to BS and above)
• Efficient communicator and desire to work close to markets