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  • #美国职位内推
  • #金融
  • #Scientechresearch

高频‌‌‍‍‌‍‍‌‌‍‌‌‌‌‍‍‌‍‍‍‌‌‌‌‍‌‍‍‌‍‌‍对冲基金招聘quant researcher,quant developer, 也招interns

coolwithcandy
2021
5
公司介绍

Scientech Research Capital 是一家全球领先的高频量化交易机构,成立于2019年1月。公司核心管理团队拥有数十年华尔街顶尖对冲基金与高频交易机构工作经验。团队成员均拥有国内外顶级名校(Berkeley, Columbia, UCLA, CMU, 清华, 北大, 中科大, 上海交大等)统计学、数学、物理、金融工程与计算机科学硕士以上专业背景资历。Scientech目前以数亿元自有资金进行交易,其低延时交易服务器部署于全球各大交易所数据中心(NASDAQ, NYSE, NY4, HKEX, JPX, CME等),并且积极布局外汇,期权和加密货币等市场。日均交易额逾数十亿元,实盘Sharpe比高达8以上。公司重视技术人才的挖掘及培养,专注于全球主要交易市场的毫秒级海量数据(Petabytes of tick-by-tick data)的分析与研究,确保其行业领先的高频交易模型与平台不断更新迭代。Scientech成立后经历了2020年美国金融市场风暴并不断发展壮大,公司未来的目标是2年内日均交易额突破千亿元。我们为你提供的是一个直接参与国际市场竞争的广阔平台,让你的聪明才智在全球的市场得到展现。

We sponsor new H-1B application, H-1B transfer and green card application. Compensation will be highly competitive. You will also have the opportunity to co-invest in firm’s high performance employee-only fund. It is a great opportunity to grow with the firm, work with talented peers, and expand our trading platform to handle over $10 Billion USD daily global trading volume in the near future.

网页 scientechresearch.io

作为高频shop 我们希望整个团队小而精 所以面试的bar会高一些 希望更多的小伙伴能投来简历. Send your resume to recruit@scientechresearch.io

工作地点

New York

Quantitative Researcher (Junior, High Frequency Trading)

Job Responsibilities

1、Support and improve existing trading strategies.

2、Assist senior quantitative researchers to carry out quantitative strategy design, research and development in global futures, stock, options and cryptocurrency markets.

3、Statistically analyze large-scale tick-by-tick financial data to extract alpha patterns.

Qualifications

1、Applicants must have graduated with advanced degrees from top universities, majored in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. Have formal training in independent academic research.

2、Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R.

Mathematical basics: a good understanding of data science, being critical in learning knowledge, understanding either one of statistical modeling, machine learning, econometrics or optimization.

3、Being fast, critical and reasonable in thinking.

4、Good communicator, being rigorous, patient, and having a strong sense of teamwork.

5、Highly motivated, and able to work in a fast-paced environment.

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Quantitative Researcher (Senior, High Frequency Trading, Equities/Futures)

Job Responsibilities

1、Apply rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models and strategies.

2、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

1、At least 2 years of work experience in systematic alpha research/equity trading.

2、Have a good track record of innovative thinking and problem solving.

3、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.

4、Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R.

5、Good communicator, being rigorous, patient, and having a strong sense of teamwork.

6、Highly motivated, and able to work in a fast-paced environment.

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Quantitative Researcher (Senior, Mid Frequency Trading, Equities)

Job Responsibilities

1、Scientech is seeking quantitative researchers to join us in developing mid-frequency systematic trading strategies.

2、Apply rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models and strategies.

3、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

1、At least 3 years of work experience in statarb trading.

2、Have a good track record of innovative thinking and problem solving.

3、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.

4、Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R.

5、Good communicator, being rigorous, patient, and having a strong sense of teamwork.

6、Highly motivated, and able to work in a fast-paced environment.

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Quantitative Developer (Junior)

Job Responsibilities

1、Develop trade and risk monitoring systems

2、Design and implement high-performance data processing and backtesting research framework in a cloud computing ecosystem.

3、Support and improve trading operations in global markets.

Qualifications

1、At least 1 year of experience in writing C++/Java in a large-scale codebase for a professional setting.

2、Experience with Python programming language.

3、Familiarity with cloud platforms such as AWS is a plus.

4、Being fast, critical and reasonable in thinking.

5、Good communicator, being rigorous, patient, and having a strong sense of teamwork.

6、Highly motivated, and able to work in a fast-paced environment.

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Quantitative Developer (Senior)

Job Responsibilities

1、Design and implement low-latency live trading platforms in C++.

2、Design and implement high-performance backtesting research a framework in a cloud computing ecosystem.

Qualifications

1、At least 5 years of experience in writing C++ in a large-scale codebase for a professional setting.

2、Work experiences in low latency trading platforms is a plus.

3、Experience with Python programming language.

4、Familiarity with cloud platforms such as AWS is a plus.

5、Knowledge with Reactjs and node is a plus.

6、Being fast, critical and reasonable in thinking.

7、Good communicator, being rigorous, patient, and having a strong sense of teamwork.

8、Highly motivated, and able to work in a fast-paced environment.

Experienced Quantitative Trader (Portfolio Manager)

Quantitative Researcher (Intern)

Job Responsibilities:

1. Assisting senior quantitative researchers to carry out quantitative strategy design, research and development of global futures, stocks and options market.

2. Statistically analyzing large scale tick by tick financial data to extract alpha patterns.

Qualifications:

1. Applicants must have graduated from top universities majored in science and engineering majors nationwide. Those who major in statistics, mathematics, computer science, EE, and physics are preferred.

2. Computer skills: proficient at least in one of following programming languages - C/C++, python/R.

3. Mathematical basics: good understanding in data science, being critical in learning knowledge, understanding either one of statistical modeling, machine learning, econometrics or optimization;

4. Being fast, critical and reasonable in thinking.

5. Good communicator, being rigorous, patient, and having a strong sense of teamwork.

Quantitative Developer (Intern)

Job Responsibilities:

1. Design and implement low-latency live trading platform in C++.

2. Design and implement high-performance backtesting research framework in a cloud computing ecosystem.

Qualifications:

1. At least 5-year experience in writing C++ in a large-scale codebase for a professional setting.

2. Experience with Python programming language.

3. Familiarity with cloud platform such as AWS is a plus.

4. Knowledge with Reactjs and node is a plus.

5. Being fast, critical and reasonable in thinking.

6. Good communicator, being rigorous, patient, and having a strong sense of teamwork.

7. Highly motivated, and able to work in fast-paced environment.



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