Job Responsibilities:

1. Perform quantitative research using multi-frequency market data to provide accurate prediction of asset price movements and build profitable trading models.

2. Perform large-scale tick-by-tick analysis on high frequency financial data.

3. Extract signals with strong predicting powers from trade data and quote data; build robust models to combine signals into profitable trading strategies.

4. Deploy research models into production trading framework with low tick-to-trade latency.

5. Monitor live trading models performance and conduct model tuning to keep the live trading strategy optimal.

6. Study the latest academic paper and research reports on topics including market micro-structure, quantitative portfolio management, asset pricing factors and machine learning; apply knowledge into alpha and strategy  research and present the results.

7. Collaborate with team members in developing quantitative research platform to process structured data from multiple sources and verify research ideas.

 

Qualifications:

1. Master’s degree in Mathematical Finance, Financial Engineering, or closely related field of study.

2. Plus 6 months of experience in performing data analysis on financial market data; and designing models to forecast asset.

3. Knowledge of mathematics and statistics.

4. Skills and tools used for machine learning, optimization, and statistical modeling.

5. Proficient in Python and C++ programming.

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Job Location: Jersey City, New Jersey

 

To Apply: Send resume to Scientech Research LLC at 30 Montgomery St, Suite 310, Jersey City, NJ 07302. Must refer to code #HZNJ2022.