The individual in this role will be a part of a new Alpha Research team, which is focused on generating quantitative predictive signals across a variety of markets and asset classes (spot, futures, options; traditional markets and cryptocurrencies). The ideal candidate has experience in a quantitative signal generation process and understands the workflow from idea validation to production implementation. This opportunity will provide the right candidate an opportunity to have a large impact on the direction and productivity of a newly formed effort within a successful proprietary trading firm.

Responsibilities

  • Develop predictive features that are input into our trading strategies
  • Contribute to all aspects of the quantitative research process, including data validation and cleaning, feature generation, and back-testing
  • Prototype and implement signals in our C++ infrastructure
  • Conduct post-trade analysis to measure and improve the performance of your signals

Requirements

  • Advanced training (Masters or PhD’s) from a top school in Math or Physics
  • Outstanding academic marks and a demonstrated history of excellence
  • Experience in or ability to quickly learn C++
  • Background working in a data driven research environment
  • Excellent analytical skills, with strong attention to detail

Salary 

NT$ 2,000,000 ~ 10,000,000+ / year

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