Quant Researcher — Full-time

Другое

• Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management.
• What you'll do. Build predictive signals that drive real trading decisions. You'll generate original signals, validate them rigorously, and work with portfolio managers to get them allocated against real capital — with the platform taking you from notebook to monitored pipeline. This is a research-first seat.
• · Your assigned datasets and signals — from idea, to validated factor, to a live signal on the platform.
• · The research quality, robustness, and out-of-sample validity of your signals — you're accountable for whether they hold up, not just whether they backtest well.
• · Sourcing and curating the datasets your signals need — including novel or alternative data — and shaping them into validated factors. The data pipeline is a shared build — you'll extend and harden it alongside the platform team, not just consume it.
• · Turning your own research into production — taking a signal from notebook to a running, monitored pipeline via the research-to-production path.
• · A voice in shaping the research platform — the factor library, templates, and research-to-prod conventions — as one of its primary users.
• · PhD or master's (or an exceptional undergrad) in a quantitative field — statistics, math, physics, CS, or similar.
• · New grad through experienced hires.
• · Depth in statistics and/or machine learning, and a demonstrated research track record.
• · Rigor about overfitting, multiple-hypothesis pitfalls, look-ahead bias, and point-in-time discipline — the instinct to distrust a clean result.
• · Comfortable in Python and working with large, messy datasets.
• · Solid data-engineering comfort — you'll source, curate, and help build the shared data pipelines your research runs on, not just query what someone else prepared.
• · Nice to have: time-series / financial modeling, prior systematic-investing or quant-research experience, publications or competition results.
• Compensation: Base salary of $120,000 to $240,000 depending on experience. Eligible for performance based discretionary bonus.
• Location : Onsite in Midtown, New York City at least 3 days per week.
• Other : Must be authorized to work in the United States without employer visa sponsorship.