As one of the world's premier investment firms, our client deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources.
The role sits within the Research Data Services group, which manages the firm's data strategy, data systems and research/evaluation processes. Their data engine is powered by large number of data sources and variety of software tools.
Team members have the unique ability to identify data sources, clean, validate, and develop data processors at a fast pace. The group is the key go-to resource for portfolio managers and researchers in identifying sources of alpha as well as maintaining and enhancing existing production alpha data sources.
Key Roles & Responsibilities:
You will support the daily responsibilities and operations of the Research Data Services Group with the following core responsibilities:
Managing data/research vendor relationships
Negotiating contracts for data assets
Sourcing, procuring and analyzing new datasets for potential use in the firm's trading strategies
Communicating key dataset advantages and disadvantages to PMs, researchers and other internal business groups
Liaising daily with Compliance and Legal to ensure the organisation leverages only data that is in accordance with the its mission and values
Building and enhancing the organisation's data library
1-3 years of experience in investment research (buy-side, sell-side or research/data provider) preferred. Financial industry experience not required
Bachelor's or Master's Degree (with strong academic record)
Experience in contract and pricing negotiations a plus
Strong oral and written communication skills
Ability to manage, prioritize, and execute tasks in multitasking environment with competing requirements