We are hiring a Research Associate who will concentrate on alternative data and fundamental quantitative equity research, specializing in cloud and SaaS software stocks. This position bridges fundamental equity research and quantitative analysis, aiming to produce leading, data-driven earnings signals prior to quarterly earnings releases.

The Role

Unlike traditional lagged financial analysis, you will develop systematic nowcasting frameworks to forecast essential business and financial metrics, identify inflection points, and assist in long/short equity investment decisions.

Responsibilities

• Source, screen, and validate high-frequency alternative datasets using rigorous business-model-driven logic for usage-based SaaS and cloud infrastructure companies. • Conduct lead-lag analysis, correlation testing, and rolling out-of-sample backtesting to filter statistically robust leading indicators for revenue growth, billings, RPO, and NRR. • Evaluate dataset bias, noise, and limitations, and document mitigation strategies to ensure signal reliability and prevent overfitting. • Build simple, interpretable nowcasting models to generate quarterly earnings trajectory forecasts and directional performance views (tracking ahead / tracking behind consensus). • Synthesize quantitative results and fundamental findings into structured investment research reports for portfolio managers and senior analysts. • Design and create visual monitoring dashboards to track real-time alternative signals and monitor quarterly business momentum continuously. • Conduct in-depth analysis of SaaS financial mechanics, earnings call transcripts, and regulatory filings to ground all quantitative signals in fundamental realities.

Requirements

• Strong understanding of financial statements, SaaS business models, subscription economics, and key operating metrics (ARR, NRR, RPO, Billings, usage-based revenue). • Hands-on experience with data analysis, time-series testing, regression modeling, and quantitative backtesting. • Proficiency in Python (Pandas, NumPy) or advanced Excel for data cleaning, signal construction, and performance evaluation. • Ability to merge qualitative fundamental reasoning with quantitative empirical validation. • Strong critical thinking skills to differentiate causal signals from spurious correlations. • Excellent written communication skills for producing institutional-grade investment research.

Preferred Qualifications

• Prior experience with alternative data research, earnings nowcasting, or tech equity research. • Familiarity with cloud computing industry dynamics and SaaS company financial reporting. • Experience in building dashboards or systematic tracking frameworks for fundamental metrics.

What We Offer

• Exposure to end-to-end fundamental-quant hybrid research workflow in institutional asset management. • Direct ownership of alternative data projects and live investment signals. • Collaborative, research-driven culture focusing on rigorous, evidence-based investing. • Competitive compensation along with a performance bonus structure.

We are an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, or protected veteran status and will not be discriminated against based on disability.