Job Responsibilities:
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Apply rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models and strategies.
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Perform full research and development cycles of global equity quantitative trading, including idea generations, data cleaning, strategy backtesting, portfolio optimization, risk management and production monitoring.
Qualifications:
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At least 2 years of work experience in systematic alpha research/equity trading.
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Have a good track record of innovative thinking and problem solving.
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Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. Have formal training of independent academic research.
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Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R.
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Good communicator, being rigorous, patient, and having a strong sense of teamwork.
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Highly motivated, and able to work in a fast-paced environment.
Job Responsibilities:
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Develop mid-frequency systematic trading strategies.
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Apply rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models and strategies.
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Perform full research and development cycles of global equity quantitative trading, including idea generations, data cleaning, strategy backtesting, portfolio optimization, risk management and production monitoring.
Qualifications:
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At least 3 years of work experience in statarb trading.
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Have a good track record of innovative thinking and problem solving.
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Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. Have formal training of independent academic research.
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Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R.
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Good communicator, being rigorous, patient, and having a strong sense of teamwork.
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Highly motivated, and able to work in a fast-paced environment.
Job Responsibilities:
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Research, implement, deploy and maintain systematic trading strategies using Scientech's proprietary infrastructure.
Qualifications:
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Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, Electrical Engineering, and Physics.
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Must have a strategy with a proven track record and an excellent rate of return. Currently, we support all major US and Asian stock exchanges.
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Have previous experience at a trading firm or desk at a global investment bank.
Job Responsibilities:
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Support and improve existing trading strategies.
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Assist senior quantitative researchers to carry out quantitative strategy design, research and development in global futures, stock, options and cryptocurrency markets.
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Statistically analyze large-scale tick-by-tick financial data to extract alpha patterns.
Qualifications:
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Applicants must have graduated with advanced degrees from top universities, majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. Have formal training of independent academic research.
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Programming skills: proficient in at least one of following programming languages - C/C++, Python/R.
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Mathematical basics: having a good understanding of data science, being critical in learning knowledge, understanding at least one of statistical modeling, machine learning, econometrics or optimization.
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Being fast, critical and reasonable in thinking.
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Good communicator, being rigorous, patient, and having a strong sense of teamwork.
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Highly motivated, and able to work in a fast-paced environment.