Quantitative Researcher

About Anthelion Capital

Anthelion Capital operates as a combined investment and data science platform that enhances its core fundamental investment approach with advanced data science techniques. The firm develops a proprietary platform encompassing the entire investment process, from underwriting investments to managing portfolios.

Role Overview

As a Quantitative Researcher, you will create predictive signals that directly inform trading decisions. Your responsibilities will encompass developing original signals, conducting thorough validation, and collaborating with portfolio managers to implement these strategies with actual capital. The platform supports converting initial research into a monitored, automated pipeline. This position is heavily focused on research.

Key Responsibilities

• Manage ownership of assigned datasets and signals, progressing them from conceptual ideas through validation to live deployment on the platform.
• Ensure the research quality, resilience, and out-of-sample validity of your signals, taking full accountability for their robustness beyond mere backtesting outcomes.
• Source and curate necessary datasets—including unconventional or alternative data—to construct validated factors, while actively contributing to enhancing the shared data pipeline alongside the platform team.
• Translate your research into production by advancing signals from exploratory notebooks to operational, monitored workflows via the company's research-to-production system.
• Provide input on the evolution of the research platform, including factor libraries, coding templates, and production protocols, as one of the primary end-users.

Candidate Profile

• Possess a PhD, master's, or exceptional undergraduate degree in quantitative disciplines such as statistics, mathematics, physics, computer science, or related fields.
• Open to recent graduates as well as professionals with prior experience.
• Demonstrate strong expertise in statistics and/or machine learning, backed by a proven track record of research.
• Maintain a disciplined approach to issues like overfitting, multiple-hypothesis testing, look-ahead bias, and adhere strictly to point-in-time analysis principles, with a skeptical attitude toward overly clean results.
• Proficient in Python and adept at handling large and complex datasets.
• Comfortable with data engineering responsibilities including sourcing, curating, and contributing to building shared data pipelines that power research, not merely consuming pre-prepared data.
• Preferred qualifications include experience with time-series analysis, financial modeling, systematic investing or quantitative research, as well as publications or success in competitions.

Additional Information

Compensation: Base salary ranges from $120,000 to $240,000, determined by experience, plus eligibility for performance-based discretionary bonuses.

Location: This position requires onsite presence in Midtown, New York City, a minimum of three days per week.

Authorization: Applicants must have authorization to work in the United States without requiring employer visa sponsorship.