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.
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
Modern portfolio theory
Black Litterman models
Machine learning techniques
Order book modelling
Black Scholes equation
Pairs trading and statistical arbitrage strategies