QUANTITATIVE RESEARCHER

Job Description

Duties: Conduct alpha-based quantitative research for financial investment purposes on investment instruments including equity, futures, and forecast exchanges using a variety of data sources. Build predictive financial investment models using quantitative techniques, including statistical regression, time-series modeling, machine learning, and deep learning. Improve existing financial investment trading strategies from various trading signals and conduct performance analysis on the quality of trading. Develop quantitative research pipeline and improve existing research workflow for quantitative modeling. Build distributed data processing workflow to enhance quantitative research efficiency. Design and implement machine learning and deep learning models for alpha financial investment modeling. Conduct cutting-edge quantitative research in statistics, machine learning, deep learning, and reinforcement learning.

Minimum education required: Master’s Degree in Mathematics, Statistics, Physics, or a related quantitative field.

S kills required: Must have knowledge of the following quantitative skills and technologies:

• Design and implementation of distributed computing algorithm using map-reduce and Spark platform;

• Java, Python, SQL, GIT, bash scripting, and Linux operating system;
• Design and implementation of high-performance machine learning libraries;
• Time-series modeling, including ARIMA models, spectral analysis, vector autoregression, state-space models, and GARCH models;
• Machine learning, deep learning, and reinforcement learning with Tensorflow and PyTorch;
• Relationship database systems;
• Data exchange format, including JSON, XML, and HDF5 formats; and
• Monte-Carlo simulation.

Must also pass company’s required skills assessment.

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