还有过CAS exam的吗？领包子了# Actuary - 精算
b*8
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An established quantitative portfolio management team within a large multi-
strategy hedge fund is looking for a research analyst to contribute to its
core business and to develop new areas of expertise. The candidate should
possess outstanding empirical equity research skills, expert-level knowledge
of statistical and machine learning techniques, and competence in software
development.
Role/Responsibilities:
• New strategy (alpha) development
• Improvement of existing strategies and portfolio optimization
• Uncovering, processing, and analyzing new and non-traditional
datasets looking for predictive power
• Applying statistical and machine learning techniques to historical
data, predictive signals, and trading strategies
• Proposing, implementing, and evaluating various “features” or
signals in large, noisy, real-world datasets
Requirements:
• 3-5 years experience with systematic trading in exchange-traded,
liquid instruments, primarily global equities.
• The ideal candidate will have a strong combination of software
development skills, quantitative skills and some finance background.
• PhD or MS in a quantitative discipline. We are looking for someone
who will thrive in an academic-style research environment, able to conduct
independent open-ended projects in a systematic fashion with clear
deliverables.
• Strong programming skills with experiences in multiple languages
such as R, Matlab, Python, C++, or C#. Prior experience with advanced
statistical or machine learning techniques is desirable.
• Must have experience in applying above techniques to very large real
-world datasets (historical prices and volumes, TAQ, real-time order book
data, social media data, news feeds, fundamental data, etc.).
• Experience with large-scale portfolio optimization and risk
management a plus
strategy hedge fund is looking for a research analyst to contribute to its
core business and to develop new areas of expertise. The candidate should
possess outstanding empirical equity research skills, expert-level knowledge
of statistical and machine learning techniques, and competence in software
development.
Role/Responsibilities:
• New strategy (alpha) development
• Improvement of existing strategies and portfolio optimization
• Uncovering, processing, and analyzing new and non-traditional
datasets looking for predictive power
• Applying statistical and machine learning techniques to historical
data, predictive signals, and trading strategies
• Proposing, implementing, and evaluating various “features” or
signals in large, noisy, real-world datasets
Requirements:
• 3-5 years experience with systematic trading in exchange-traded,
liquid instruments, primarily global equities.
• The ideal candidate will have a strong combination of software
development skills, quantitative skills and some finance background.
• PhD or MS in a quantitative discipline. We are looking for someone
who will thrive in an academic-style research environment, able to conduct
independent open-ended projects in a systematic fashion with clear
deliverables.
• Strong programming skills with experiences in multiple languages
such as R, Matlab, Python, C++, or C#. Prior experience with advanced
statistical or machine learning techniques is desirable.
• Must have experience in applying above techniques to very large real
-world datasets (historical prices and volumes, TAQ, real-time order book
data, social media data, news feeds, fundamental data, etc.).
• Experience with large-scale portfolio optimization and risk
management a plus
