Job Responsibilities:

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

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:

3-5 years of work experience in systematic alpha research/equity trading.

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

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.

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

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

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