[北美] NYC hedge fund 內推 quant resear
代po, 有興趣的人請將CV寄到
e.chuang0911@gmail.com
一家在紐約prestigious hedge fund在徵quant research
主要是負責Global equity statistical arbitrage strategy
工作內容就是負責交易策略 股票資產配置 建構預測模型
歡迎不熟悉finance但有興趣的人應徵
有software engineer或data science經驗會是加分項
今年六月從碩博士班畢業的同學 也非常歡迎
這個職位是內推 請放心resume不會寄到獵頭
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A NYC based hedge fund is looking for a statistical arbitrage quant research.
Responsibility:
- Develop statistical arbitrage trading strategy
- Extract feature from large dataset
- Portfolio construction and optimization
- Equity portfolio execution
- Develop equity risk model
Skills & Requirement:
- PhD (preferred) or MS in Science or Engineering degree.
- Experience with SQL or other DB languages.
- Familiar with Python; C++ will be a plus.
- Experience with large dataset.
- Knowledge with machine learning, optimization, and statistical analysis.
- Demonstrate excellent communication and analytical skills
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Sent from my Windows
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※ 文章網址: https://www.ptt.cc/bbs/Oversea_Job/M.1612897849.A.5F3.html