Data Analytics /Quant Investment Strategy team
Master’s Degree in quantitative fields preferred
-Good knowledge of relational database (Oracle), Strong SQL (procedures, functions, etc.), and one or two of the following programming languages: R, Python, Matlab, SAS.
-Experience loading/integrating/cleaning financial (raw) data from different vendors: Computstat, Worldscope, CRSP, Lipper, Bloomberg, Factset, etc.
-Experience managing large scale financial database.
-Experience working with large scale of fundamental equity data, I/B/E/S estimate data, fund holdings data, etc.
-Master’s degree preferred in financial math or other engineering fields.
-Knowledge about the equity market.
-Knowledge of Linux/Unix.
-Responsible for getting raw data from different vendors, integrating them into internal oracle database, cleaning/managing/manipulating/updating the data.
-Load pricing (intraday) data and index member data to Bloomberg for hundreds of internal indices.
-Quick learner: be able to understand the connection between thousands of data tables/views/procedures in the database.
-Be able to troubleshoot issues in automated procedures and solve data/database (together with DBA team) related problems promptly.
-Experience constructing equity factors and testing equity strategies,