Quantitative Researcher(Analyst/Associate)

Job Description

  • Exploration of large data sets using various quantitative techniques to discover data patterns.
  • Conduct research, generate trading and investment strategies to discover new alpha sources and/or enhance existing proprietary quantitative models.
  • Translate highly complex mathematical formula.
  • Develop and implement various ad-hoc projects such as automation tools, portfolio reporting tools, trade execution modules, portfolio construction and optimization models.

Requirements

  • Bachelors/Masters degree from a reputable university in mathematics, statistics, physics, or quantitative finance/financial engineering. Computer science, engineering, or other quantitative majors are encouraged to apply. Strong academic background is required (minimum GPA 3.2).
  • Solid foundation in optimization theory, econometrics, statistics, probability, and numerical methods.
  • Comfortable working with large data sets.
  • Strong academic, quantitative, problem solving, and analytical skills.
  • Strong programming skills in  statistical or mathematical programming languages (SAS/MATLAB/R, etc.).
  • Comfortable in fast paced, team oriented environment.
  • Fast learner, willing, and able to learn additional new skills in programming and other fields quickly.
  • Experience in  in other programming languages (C++, Java, C#, VBA, Perl, SQL, etc.) is a plus.
  • Prior experience in research is a plus.
  • Past participation in science olympiad in quantitative field is a plus.
  • Interest and knowledge in Investment/Trading/Finance/Capital market is a plus.
  • Exposure to Object Oriented Programming (OOP) is a plus.

Exposure to any of these topics is a plus

  • Time series analysis
  • Bayesian statistics
  • Modern portfolio theory
  • Black Litterman models
  • GARCH models
  • Market microstructure
  • Machine learning techniques
  • Order book modelling
  • Black Scholes equation
  • Pairs trading and statistical arbitrage strategies
  • Markov processes
  • Game theory
  • Monte Carlo simulations

Contact us: career@pinnacleinvestment.co.id

Only shortlisted candidates will be notified

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