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Quantitative Researcher

ExodusPoint Capital Management, LP
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ABOUT EXODUSPOINT
ExodusPoint Capital, founded in 2017 by Michael Gelband and Hyung Lee, began managing investor capital in 2018. The firm employs a global multi-strategy investment approach, seeking to deliver compelling asymmetric returns by combining complementary liquid strategies managed by experienced investment professionals within a robust risk framework. ExodusPoint brings together an accomplished team with hands-on experience running multi-manager businesses to create an institutional investment management firm.
 
JOB DESCRIPTION
We are looking for a quantitative researcher to work with a US-based Inflation PM.
 
Qualifications
·        Experience with various quantitative models (ex. econometric, trees, weighted least squares) to predict a single variable with limited fit history, including the ability to test and compare models
·        Ability to perform web scraping to build a database to help forecast various data
·        Familiarity with regression regularization and excel models (ex. PCA)
·        Intellectual curiosity and curiosity about the interest rate markets
·        Interest in being mentored