Quantitative Researcher

The role

This person will identify, maintain, and enhance trading strategies and business opportunities for market making Algorithmic trading teams. They will analyze trading performance and financial time series data and construct, back-test, and maintain financial models.

What you will do

• Identify, maintain, and enhance trading strategies and business opportunities for market making Algorithmic trading teams
• Analyze trading performance and financial time series data with fundamental statistical theories
• Use systematic and data-driven approach to automate trading strategies
• Financial model construction, back-testing, maintenance and improvement
• Collaborate cross-functionally with the technology team to understand, maintain, and improve our electronic trading system
• Manage risk and detailed knowledge of all risk procedures

Required qualifications

• Bachelors/Masters/PhD in STEM field from top-tier institutes
• Brilliant problem-solving abilities
• Programming experience, preferably in C++, Python
• 2+ years past industry experience
• A passion for new technologies and ideas
• The ability to manage multiple tasks in a fast-paced environment
• A working knowledge of Linux/Unix

Nice to have

• Familiarity with machine learning
• Experience with data analysis, market research and data modelling

Benefits

• Yearly off-sites
• Happy hours
• Corporate sports teams
• Stocked kitchen
• Gym membership
• Generous vacation package

About the company

AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market.