Quant/Researchers at Successful Hedge Fund $10B AUM

Location: New York, New York
Date Posted: 01-22-2018
Quant/Researchers - R, Python, SQL. This is where a PhD is more necessary. if all goes well they will start their own fund, separate from the flagship fund. They will be given more independence. They will have a data set that they own, will be coming up with their own thesis. Need “practical” people (that can be a concern with PhD’s, especially out of school). They are still building - not like a TwoSigma where this is already built out. Team of 5 - working pretty hard. Alex leads the effort - 2015 UPenn grad - then there are 2 PhDs, one from Google, one other senior. They are open to more experienced people as long as they are open to this setup.


 – Quant Analyst

Coatue is a global investment firm with offices in New York, NY, Menlo Park, CA, and Beijing, China. The firm manages $10+ billion in assets on behalf of individuals, nonprofit organizations, and institutional investors by focusing on high growth investments in the technology, media, and telecommunications space in both the public and private markets. Our investment approach consists of making a small number of investments based on rigorous proprietary research. We look to have a multi-year holding period, an approach which has led to uncommon returns for our investors through a broad range of market conditions over the past 15+ years.

Role Description
We’re in the middle of adding automated stock selection to our equity research platform. In practice, this means building forward looking, cross sectional equity factor models. We’re looking for creative quantitative analysts to develop equity factors and perform ad hoc analysis. Candidates can expect ownership of projects from day 1 and significant autonomy to execute on their own factor ideas. The ideal candidate will have some experience and opinions on factor models, experience evaluating, back-testing, and validating alpha signals, as well as an interest in traditional fundamental analysis (and how quantitative analysis might aid it).

Candidates should be familiar with key concepts in empirical finance (particularly the literature on factor models) and should be comfortable programming in R and SQL.

• R or Python
• SQL (any flavor)
• Undergraduate degree in math, statistics, economics, or finance from top undergrad
• 0-6 years work experience in a similar role
• Knowledge and interest in equity research and/or fundamental investing a plus
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