Introduction:

Our client is a Global Leading Quant Funds with a competitive AUM in the industry. They work on a diversity of asset classes and strategies. The trading team comes from top-notch markets and schools. 

Responsibilities:

• Promote all aspects of quant strategy through in-depth exploration and research of data and statistical methods
• Flexible use of the latest programming and analysis tools to extract patterns in multivariate data such as microstructure, transactions, fundamentals, and events 
• Applied patterns and algorithms through rigorous linear, nonlinear, and machine-learning methods including modeling 
• Responsible for the development, construction, testing, optimization, and risk management of strategies, as well as evaluating strategy performance

• Strong STEM academic background in Statistics, Physics, Mathematics, Engineering, and Computer Science
• 3-5 years of experience in trading/machine learning/quants/data analysis
• Strong in Python 
• Ability to excel at both open-ended research explorations and time-sensitive concrete projects
• Preferred to have experience in Mid-High Frequency, Data Mining, and Machine Learning experience
• Participants in competitions such as WorldQuant or Kaggle is a plus
• Candidates with PnL Track records will be considered as Portfolio Managers