Quant Researcher - Investment Strategy

Kepler is a radical innovation lab pioneering in the world of investment management. This is an exciting CONTRACT opportunity for an Investment Strategy Quant Researcher to develop unprecedented strategies based on a unique set of internal alphas. Kepler’s collective intelligence is currently creating the roadmap for future success with Machine Learning in the financial technology industry. The prime Investment Strategy Quantitative Researcher candidate will have an immediate impact on our projects and help to further propel Kepler to becoming the most innovative team in the investment management industry. 
 
Must be able to legally work in the United States. Due to contract nature we cannot provide visa sponsorship. 

Role Description
  • CONTRACT opportunity with potential to extend based on impact, efficiency and performance; flex-hours
  • Construct innovative ideas, methods, and/or models and efficiently implement in code
  • Challenge quantitative research by applying sophisticated and complex statistical techniques to financial markets and some of the most complex data sets in the world
  • Accompany a team of globally sourced, top-tier talent; peer-to-peer learning
  • Apply a process driven focus on researching, developing and implementing internal Alpha Capture strategies 
  • Report directly to experienced Portfolio Manager
  • Access to full Kepler team and management 

General Requirements:
  • Masters in a Quantitative subject (Mathematics, Statistics, Econometrics, Engineering, Computer Science or equivalent) 
    • Bachelor’s degree from top-tier programs will also be considered
  • 2-7 years experience within a large bank or investment firm with assets in excess of $2 billion
  • Strong Quantitative/Statistical skills and independent research experience
  • Advanced programming experience scripting in Python (this is a tech-heavy quant role)
  • Ability to challenge conventional thinking and possess a mindset of continuous improvement

Preferred Requirements:
  • Buy-side (equities) experience, ideally in StatArb or Alpha Capture oriented environment
  • Strong software engineering background will also be considered, in lieu of above
  • Understanding of equities portfolio construction, risk/return attribution, transaction cost analysis, and portfolio research
  • Ability to view and react to live portfolios
  • Experience working with Machine Learning models

Application Process: 
Applicants are first screened on their academic and professional record, and progress through online testing and an on-site interview with senior research team members. All applicants are evaluated on problem solving, raw intelligence, creativity, research experience, programming/technical skills and overall general fit. 

About Kepler: 
Kepler is focused on radical innovation for the world of investment management. We build and invest in cutting-edge technology with the potential to disrupt institutional asset management. As an autonomous division of GIC, one of the world’s largest sovereign wealth funds, Kepler is nimble, and innovative in spirit, but possesses the backing to tackle monumental projects and have an enormous impact across industries. We strive to foster an intellectually challenging environment, where merit and contribution, not seniority, drive the discussion. 

About GIC: 
Kepler is an autonomous, wholly owned subsidiary of GIC, the sovereign wealth fund of Singapore. GIC has over 1,400 employees managing well over $100B in assets. They have offices in Singapore, New York City, San Francisco, London, Mumbai, Beijing, Shanghai, Seoul, Tokyo, and São Paulo. 

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