Quantitative Analyst

Description:

We are seeking a Quantitative Analyst to work with Fourthstone’s fundamental research team on idea generation and themes related to investor positioning, flows, equity factor models, index rebalances, momentum indicators and other factors. The successful candidate may also be asked to design and perform research on a variety of trading-related topics including transaction cost analysis, market impact modeling, trade execution, and risk management strategies. This is a fantastic opportunity for a candidate fluent in statistical and quantitative techniques to inform our thinking on bank and fintech public equities. A team player who is comfortable wearing multiple hats would thrive in our entrepreneurial, growing firm.

As a Quantitative Analyst you will be expected to add significant value to the firm in the following areas and can anticipate being rewarded commensurately.

Responsibilities

• Develop and maintain a diverse set of datasets; build signals from raw data and incorporate into models to forecast trade flows
• Partner with PM to develop data engineering and prediction tools for trading
• Conduct research and statistical analyses in the evaluation of securities
• Perform market microstructure research to develop trading signals and understand execution costs
• Understand, measure and evaluate the performance of internal and broker execution algorithms
• Assist in developing core algorithms and models to inform trading decisions
• Work with large data sets, including unconventional data sources, to predict and test statistical market patterns
• Back test and implement trading models and signals in a live trading environment
• Closely monitor and interpret factor rotation

Qualifications

• Bachelor’s degree in mathematics, statistics, computer science, or another highly quantitative field
• Proficiency in probability and statistics (e.g. time-series analysis, machine learning, and pattern recognition)
• Experience working with tick/order book data, analyzing large datasets, and developing predictive statistical models
• Expertise in equities market microstructure, and familiarity with a variety of trading venues and liquidity sources
• Demonstrated ability to complete investment- and trading-related research in a buy side environment
• The highest standards of personal and professional integrity and ethics