Job Description

As a Junior Quantitative Researcher you will put together quantitative models and strategies for the firm’s portfolios. You will gain an in-depth understanding of alpha research as well as development and implementation strategies.
Typical tools used in the research process will include time-series and cross-sectional statistics, econometrics, optimization techniques, and stochastic simulation.

Key Responsibilities

1. Work with massive amounts of historical and real-time market data from many global exchanges.
2. Help with development of back-testing and also development of framework.
3. Construct quantitative optimization methods.
4. Experiment with advanced data science methods such as deep learning, neural networks, reinforcement learning etc.

Basic Qualifications

1.  B.A. or M.A. degree in Physics, Mathematics, Computer Sciences, or related field.
2.  Strong interest in financial markets, trading, data analysis.
3.  English level - upper-intermediate.
4.  Passion for constant learning and self education.

Required Skills

1. Solid skills in Python (and its related libraries such as pandas, numpy), MATLAB, or R.
2. Proficiency with at least one of the following programming languages: C, C++, Java (other languages may also be considered).
3. Excellent communication and presentation skills.

Preferred Skills

1. Experience working with exchange market data feeds or experience developing trading systems.
2. Linux-based development experience.

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