Campbell North is currently partnered with a global quantitative hedge fund in New York. We are working to build a new data science and investment research team that uses different forms of alternative data to drive investment and trading strategies Using a variety of data science modeling techniques to generate new predictions based on economics, alternative, and financial data.
The Role
- Lead investment research, predictive modeling, and quantitative research for a specific industry setting.
- Use a variety of alternative data sets to draw insights, create predictions and uncover new investment strategies.
- Develop specific granular data sets, exploring economical factors that can be used as key insights.
- Assist in the acquisition of new data sets.
About you
- MS/PhD in computer science, mathematics, statistics, economics, or a similar quantitative field.
- 5+ years experience in data science or quantitative research.
- Experience with statistical methods, data science models, and predictions.
- Strong experience with data science modeling and feature engineering.
- Advanced use of Python, Spark, and SQL.
- Experience writing production-ready code and putting models into production.
- Experience in financial services is not required but a nice to have.
In return you will be compensated for your efforts better than any other firm in this sector, whilst working with the very best traders and researchers in their fields.
- New York Location
- PermanentJob Type
- Competitive salary