Job Description: Critical team research position developing accounting fundamentals based quantitative equity models used for systematic trading

Reporting to: Portfolio Model Manager

Duties:

• Collaborate with lead researcher to develop quantitative stock selection models utilizing insights based on company accounting statements and government filings.
• Detailed research functions include:

 - Formulate innovative bottom-up fundamentals-based investment ideas.
 - Identify relevant data to support research effort.
 - Work with the data group to gather and clean data.
 - Carry out and support the coding of these solutions onto computer platforms for effective   evaluation and daily functioning
• Monitor and improve current accounting-based stock selection indicators used in production.

Qualifications:

• Ph.D. degree required - Ph.D. in Accounting or Finance with an accounting concentration from a leading University.
• 2+ years of experience in quantitative equity research applying accounting expertise, or similar empirical accounting research experience in a tenure-track academic position.
• Familiarity with statistical packages such as Matlab and/or Splus.
• Self starter, inquisitive, resourceful and fully capable of project leadership.
• Problem solver, able to formulate extensive solutions sets.
• Self motivated and self managed with good work ethic.
• Reliable and dependable employee.
• Team player - must work well in a collaborative team environment.

• Recent Ph.D. graduates with dissertation work in the area of equity investing based on accounting anomalies are encouraged to apply.

Hours: 40+ hour work week
Typical hours for the Research Production team are 8-5, Monday through Friday.  The hours may and do vary depending on the projects, their urgency or their operation.  Hours can run late requiring a team member to work 8 am - 8/9 pm Monday through Friday with possible weekend work on Saturday and Sunday, directed and requested by the team manager.  Although working extended hours and weekends is not the norm and indeed rare (once or twice a year) it does occur; and when it does each team member is require to participate. 

To apply: Send cover letter and resumes to kathy.ford@campbell.com

Campbell & Company is an investment management company based in Towson, Maryland.  The firm has been in business since 1972, and currently manages approximately $7 billion in assets for a large number of institutional and private clients.  Campbell & Company applies systematic trading strategies to diverse portfolios of equities and global futures and forwards markets, with the primary objective of achieving attractive risk-adjusted returns. The firm offers both separately managed accounts, and funds which operate in a similar manner to mutual funds.