Fundamental Data Researcher

Job Description

A Cubist portfolio management team is seeking a talented Data Researcher specializing in the systematic trading of US credit markets. The Data Researcher will be responsible for normalizing and sanitizing fundamental data across a wide universe of public companies, tracking real-time data of corporate bond issuances, redemptions, and other relevant corporate events. They will also conduct independent research of the fundamental data, detecting anomalies and outliers, and prioritize/conduct deep dive case studies.

In collaboration with the research team, the Data Researcher will make predictions of capital structure changes and corporate event outcomes, as well as proactively search for alternative, unstructured datasets with signal potential for corporate credit.

Responsibilities include:

• Designing and owning a process of normalizing and sanitizing fundamental data
• Tracking real-time data of corporate bond issuances/redemptions/etc.
• Conducting independent research of the fundamental data, detecting anomalies and outliers
• Collaborating with the research team to make predictions of capital structure changes
• Proactively searching for alternative, unstructured datasets

Requirements include:

• Undergraduate degree or higher in Accounting, Economics, Business, or related discipline
• 2+ years of work experience as an accountant, financial data analyst, or related role
• CPA or CFA is a plus
• Coursework in Statistics and Econometrics and skills in empirical data analysis are a plus
• Some programming skills are a plus (e.g., Python) and a strong self-learner
• Tenacious, detail-orientated, and organized
• Strong communication skills
• Team player, driven and collaborative