Quantamental Researcher

The Role
Our Quantamental (QM) research team has a unique blend of maths, programming, data science, and financial expertise. When combined with our wealth of data and advanced technology, this creates a unique combination of knowledge and technical capabilities, giving us an edge in extracting insights from complex data and bringing forward new investment ideas.

Responsibilities

• Be an integral part of an investment team responsible for managing MW portfolios
• Actively identify, evaluate and on-board new QM data sources (both traditional and alternative) that would create an analytical edge for the team
• Conduct original research (both thematic and stock-specific) using QM data and analytics tools in support of stocks in your coverage area
• Actively contribute to evolution of Marshall Wace QM infrastructure, processes and analytics
• Have significant and quantifiable impact on MW portfolio PnL

Requirements

• Bachelors or higher degree in finance, accounting, computer science, or another quantitative discipline with strong academic credentials
• Experience conducting investment research either in quantitative or fundamental setting
• Demonstrated track record of excellence in previous roles
• Proficiency in Python and SQL
• Demonstrated ability to learn and apply new methodologies to alpha generation
• Demonstrated ability to be team-oriented, have an entrepreneurial spirit, a bias for action, keen attention to detail, and excellent verbal communication skills