A portfolio manager is seeking an Alternative Data Quantitative Researcher to join a pod focused on trading consumer equity names. As part of a successful and growing team lead by an industry veteran, you will leverage alternative data to generate systematic signals, contributing directly to the investment strategies. Responsibilities: Conduct in-depth quantitative research using alternative data to identify and validate trading signals Collaborate with team members to integrate innovative data sets, including but not limited to satellite imagery, foot traffic, web traffic, health care data, and freight information Qualifications: Minimum of 5 years of experience in a quantitative research role, preferably within hedge funds or discretionary/fundamental shop Proven track record of using alternative data to generate systematic trading signals Strong analytical and programming skills (experience with Python or R) Ability to work collaboratively in a fast-paced, high-performance environment If you are passionate about alternative data and eager to be part of a successful quantitative research team, please apply now J-18808-Ljbffr