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发帖数: 1568 | 1 Scientech Research Capital is a quantitative trading firm founded by wall
street veterans each with 10+ years of proven track record from top-notch
firms, including Virtu Financial, Two Sigma, KCG, Goldman Sachs and Facebook
. Scientech strives to leverage the innovations and breakthroughs in
technology to discover fundamental values in the financial markets. We pride
ourselves in adhering to scientific principles and nurturing creativity in
quantitative research. As a proprietary trading firm, we utilize our own
capital to deploy investments. Currently we have presence in major U.S. and
Asian exchanges with daily trading volume over $700 Million USD. Since the
company was founded in 2019, our trading strategy and infrastructure have
weathered through the 2020 financial market storm, riding unseen volatility
spikes and handling massive data volume with ease. We are actively seeking
talents to build out our multi-asset trading and research platform, and
extend the footprint to global markets.
email: [email protected]
Scientech Research Capital (SRC)是一家全球领先的高频量化交易机构，成立于2019
年1月。公司核心管理团队拥有数十年华尔街顶尖对冲基金与高频交易机构工作经验（
Two Sigma， Virtu Financial 等)。团队成员均拥有国内外顶级名校（哥伦比亚大学
，UCLA，CMU, 清华，北大，中科大， 上海交大等）统计学、数学、金融工程与计算
机科学硕士以上专业背景资历。SRC目前以数亿元自有资金进行交易，其低延时交易服
务器部署于全球各大交易所数据中心（NASDAQ, NYSE, NY4, HKEX, JPX, CME等)，并且
积极布局外汇，期权等市场，日均交易额逾数十亿元，实盘Sharpe 比高达8以上。公司
重视技术人才的挖掘及培养，专注于全球主要交易市场的毫秒级海量数据（PetaBytes
tick-by-tick data) 的分析与研究，确保其行业领先的高频交易模型与平台不断更新
迭代。SRC自成立后经历了2020年美国金融市场风暴并不断发展壮大，公司未来的目标
是2年内日均交易额突破千亿元。
We sponsor new H-1B application, H-1B transfer and green card application.
Compensation will be highly competitive. You will also have the opportunity
to co-invest in firm’s high performance employee-only fund. It is a great
opportunity to grow with the firm, work with talented peers, and expand our
trading platform to handle over $10 Billion USD daily global trading volume
in the near future.
Location : New York
Proposed Jobs:
Quantitative Researcher (Junior, High Frequency Trading)
Job Responsibilities:
Support and improve existing trading strategies.
Assist senior quantitative researchers to carry out quantitative strategy
design, research and development in global futures, stock, options and
cryptocurrency markets.
Statistically analyze large-scale tick-by-tick financial data to extract
alpha patterns.
Qualifications:
Applicants must have graduated with advanced degrees from top universities,
majored in science and engineering, preferably Statistics, Mathematics,
Computer Science, EE, and Physics. Have formal training in independent
academic research.
Programming skills: proficient in at least one of the following programming
languages - C/C++, Python/R.
Mathematical basics: a good understanding of data science, being critical in
learning knowledge, understanding either one of statistical modeling,
machine learning, econometrics or optimization.
Being fast, critical and reasonable in thinking.
Good communicator, being rigorous, patient, and having a strong sense of
teamwork.
Highly motivated, and able to work in a fast-paced environment.
Quantitative Researcher (Senior, High Frequency Trading, Equities/Futures)
Job Responsibilities:
Apply rigorous statistical analysis to vast quantities of market and
financial data to produce predictive trading models and strategies.
Perform full research and development cycles of global equity quantitative
trading, including idea generations, data cleaning, strategy backtesting,
portfolio optimization, risk management and production monitoring.
Qualifications:
At least 2 years of work experience in systematic alpha research/equity
trading.
Have a good track record of innovative thinking and problem solving.
Must have graduated with advanced degrees from top universities majoring in
science and engineering, preferably Statistics, Mathematics, Computer
Science, EE, and Physics. Have formal training of independent academic
research.
Programming skills: proficient in at least one of the following programming
languages - C/C++, Python/R.
Good communicator, being rigorous, patient, and having a strong sense of
teamwork.
Highly motivated, and able to work in a fast-paced environment.
Quantitative Researcher (Senior, Mid Frequency Trading, Equities)
Job Responsibilities:
Scientech is seeking quantitative researchers to join us in developing mid-
frequency systematic trading strategies.
Apply rigorous statistical analysis to vast quantities of market and
financial data to produce predictive trading models and strategies.
Perform full research and development cycles of global equity quantitative
trading, including idea generations, data cleaning, strategy backtesting,
portfolio optimization, risk management and production monitoring.
Qualifications:
At least 3 years of work experience in statarb trading.
Have a good track record of innovative thinking and problem solving.
Must have graduated with advanced degrees from top universities majoring in
science and engineering, preferably Statistics, Mathematics, Computer
Science, EE, and Physics. Have formal training of independent academic
research.
Programming skills: proficient in at least one of the following programming
languages - C/C++, Python/R.
Good communicator, being rigorous, patient, and having a strong sense of
teamwork.
Highly motivated, and able to work in a fast-paced environment.
Quantitative Developer (Junior)
Job Responsibilities:
Develop trade and risk monitoring systems
Design and implement high-performance data processing and backtesting
research framework in a cloud computing ecosystem.
Support and improve trading operations in global markets.
Qualifications:
At least 1 year of experience in writing C++/Java in a large-scale codebase
for a professional setting.
Experience with Python programming language.
Familiarity with cloud platforms such as AWS is a plus.
Being fast, critical and reasonable in thinking.
Good communicator, being rigorous, patient, and having a strong sense of
teamwork.
Highly motivated, and able to work in a fast-paced environment.
Quantitative Developer (Senior)
Job Responsibilities:
Design and implement low-latency live trading platforms in C++.
Design and implement high-performance backtesting research a framework in a
cloud computing ecosystem.
Qualifications:
At least 5 years of experience in writing C++ in a large-scale codebase for
a professional setting.
Work experiences in low latency trading platforms is a plus.
Experience with Python programming language.
Familiarity with cloud platforms such as AWS is a plus.
Knowledge with Reactjs and node is a plus.
Being fast, critical and reasonable in thinking.
Good communicator, being rigorous, patient, and having a strong sense of
teamwork.
Highly motivated, and able to work in a fast-paced environment. |
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