What You Will Do:
- Develop quantitative trading strategies using advanced statistical and machine learning technologies.
- Design and implement models to simulate market behavior including price modeling and risk control frameworks.
- Utilize cuttingedge quantitative methods to identify market behaviors and trading opportunities with research rooted in fundamental and microstructural analysis of intelligent trading systems.
- Implement backtest and optimize trading models and systems.
- Conduct indepth analysis of firm trading performance to refine models and enhance trading systems.
- Drive innovation through research in areas such as machine learning and unconventional data applications.
Qualities of a Great Candidate:
- Bachelors degree or above in Mathematics Natural Sciences Engineering or Economics.
- Strong foundation in statistical probability and advanced quantitative methods.
- Proficient programming skills in C Python or R with familiarity in statistical and machine learning libraries/tools such as Python/Scikit R/Caret or MATLAB.
- Experience with database programming.
- Preferred background in signal processing computer vision or natural language processing.
- Previous experience in a datadriven research environment with the ability to independently complete research projects.
- Excellent time management and the ability to thrive in a fastpaced collaborative team environment.
- Strong analytical skills and meticulous attention to detail.