职位要求:
必须计算机专业背景同学
拥有计算机专业相关领域、金融、投资本科/硕士学位优先。
曾作为金融机构的量化实习生,具有投资和金融资产管理的实际经验。
协助PMs管理投资组合,以最大化风险调整后的投资回报。
对投资策略和风险管理有强烈的热情。
出色的口头和书面沟通能力。
优秀的客户服务能力和以客户为中心的工作态度。
能够长时间高效地进行深入的量化研究工作。
作为量化研究实习生,您需要:
设计新的Alphas,运行回测,提高结果并设计风险管理系统。
撰写策略性能报告和策略性能审查。
掌握Python, Numpy/Scipy/Pandas, C++或其他量化研究工具。
有使用SQL数据库(如MySQL, PostgreSQL, Redshift等)的经验。
管理投资组合,以最大化风险调整后的投资回报。
根据客户指示,确定可接受的风险水平。
与投资研究团队合作,识别投资机会。
As a Quantitative Research Intern, you will need these qualifications:
● Master's degree in finance, investment or a related field preferred
● Proven experience in investment and financial assets management as an intern in a
financial institution
● Assist PMs in managing portfolios with the objective of maximizing risk-adjusted
investment returns
● Strong passion for investment strategies and risk management
● Excellent verbal and written communication skills
● Exceptional customer service with a client focus
● Flexible to travel to meet clients as required
● Ability to work on deep quant research for extended periods in a productive manner
As a Quantitative Research Intern, you will need:
● Design new Alphas, run backtests, improve results and design risk management systems
● Write strategy performance reports and strategy performance review
● Python, Numpy/Scipy/Pandas, C++ or other quantitative research tools
● Experience with SQL databases (e.g.: MySQL, PostgreSQL, Redshift etc...)
● Manage portfolios with the objective of maximizing risk-adjusted investment returns
● Commensurate acceptable levels of risk based on client instructions
● Work together with investment research team to identify investment opportunities
Potential Intern projects for incoming Quantitative Research Interns:
1 Machine Learning projects
2 Data Cleaning & Data Processing
3 Crypto currency feature extraction to predict currency price
4 Alpha Research, strategy and backtest, and other ad-hoc projects and all the projects are based on the company needs