Quant Researcher — Full-time

Anthelion CapitalNew York City, NY
Hybrid

About The Position

Quant Researcher — Full-time About Anthelion Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management. What you'll do. Build predictive signals that drive real trading decisions. You'll generate original signals, validate them rigorously, and work with portfolio managers to get them allocated against real capital — with the platform taking you from notebook to monitored pipeline. This is a research-first seat. What you'll own: · Your assigned datasets and signals — from idea, to validated factor, to a live signal on the platform. · The research quality, robustness, and out-of-sample validity of your signals — you're accountable for whether they hold up, not just whether they backtest well. · Sourcing and curating the datasets your signals need — including novel or alternative data — and shaping them into validated factors. The data pipeline is a shared build — you'll extend and harden it alongside the platform team, not just consume it. · Turning your own research into production — taking a signal from notebook to a running, monitored pipeline via the research-to-production path. · A voice in shaping the research platform — the factor library, templates, and research-to-prod conventions — as one of its primary users.

Requirements

  • PhD or master's (or an exceptional undergrad) in a quantitative field — statistics, math, physics, CS, or similar.
  • New grad through experienced hires.
  • Depth in statistics and/or machine learning, and a demonstrated research track record.
  • Rigor about overfitting, multiple-hypothesis pitfalls, look-ahead bias, and point-in-time discipline.
  • Comfortable in Python and working with large, messy datasets.
  • Solid data-engineering comfort — sourcing, curating, and helping build shared data pipelines.
  • Authorized to work in the United States without employer visa sponsorship.

Nice To Haves

  • Time-series / financial modeling
  • Prior systematic-investing or quant-research experience
  • Publications or competition results

Responsibilities

  • Build predictive signals that drive real trading decisions.
  • Generate original signals, validate them rigorously, and work with portfolio managers to get them allocated against real capital.
  • Own assigned datasets and signals — from idea, to validated factor, to a live signal on the platform.
  • Ensure research quality, robustness, and out-of-sample validity of signals.
  • Source and curate datasets for signals, including novel or alternative data, and shape them into validated factors.
  • Extend and harden the data pipeline alongside the platform team.
  • Turn own research into production, taking a signal from notebook to a running, monitored pipeline.
  • Contribute to shaping the research platform, including the factor library, templates, and research-to-prod conventions.

Benefits

  • Base salary of $120,000 to $240,000 depending on experience.
  • Eligible for performance based discretionary bonus.

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What This Job Offers

Job Type

Full-time

Career Level

Entry Level

Education Level

Ph.D. or professional degree

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