t*******8
发帖数: 67 | 1 Hi, all,
If you are interested, please send me resume in word version to
t**[email protected].
The comp is open.
Thanks.
Thomas Gan, Ph.D.
Options Group
http://www.linkedin.com/pub/tom-gan/3/64b/93a
1 - Risk Quantitative
Key Responsibilities;
- Review of all risk models to ensure accuracy
- Construction of new models as needed as the firm trades new
products. This may be as simple as a RiskMetrics implementation to
something more complex requiring building valuation from scratch in
Excel
- Assist in enhancing performance attribution analysis for each
strategy
- Assist in enhancing asset allocation modeling for construction
of multi-strategy portfolios
- Perform ad-hoc analysis as needed
Required Skills;
- Product knowledge encompassing fixed income, commodity, currency
and equity asset classes including experience with options and
derivatives and application of risk measures like VAR and stress tests
to each is required
- Proficiency with Excel VBA is required
- Experience with RiskMetrics or other risk management solutions a
plus
- Proficiency with MatLab, R, FinCad and object oriented
programming a plus
Required Experience;
- MS or PhD in math or science related field required
- Minimum of 3-5 years experience in risk management related role.
Specifically, experience in design of risk reports is required
2 - Quantitative Programmer
Objective;
Work in an alpha generation team that researches and builds short-term
systematic trading strategies for global futures markets including fixed
income, equity index futures, currencies and commodities. This is an
opportunity for a candidate with strong programming skills and a keen
interest in systematic trading to learn how markets trade and work in a
collaborative team environment.
Key Responsibilities;
- Architectural design and implementation of a general Machine
Learning testing framework with functionality for cross-validation and
on-line learning
- Implement parallel programming on the firm’s grid computing
platform to speed up testing
- Branch out into the firm’s existing high-frequency trading
platform and conduct tests on various alpha generation ideas
Required Skills;
- Very strong software engineering skills an OO design in a
concurrent development environment
- Exceptional C++ /STL programmer that writes and documents code
very cleanly
- Very strong version control skills. Working knowledge of
ClearCase is a plus
- Current working knowledge of Windows, LINUS, Grid computing,
MATLAB is a plus
- Some demonstratable prior experience/interest I systematic
trading models, mechanics of trading, statistical and machine learning
model building techniques
Required Experience;
- MSc or PhD in Computer Science or Engineering with some
coursework in Statistics
- 5 years experience as a programmer building statistical
models/modeling environments
3 - Quantitative Research Analyst
Job Description;
Research and develop ways to improve current core strategies and create
new quantitative trading algorithms to complement and diversify the
firm’s main strategies. Maximize performance and competitiveness by
utilizing quantitative methods and advance technological tools.
Key Responsibilities;
- Develop methods to make existing systems more efficient ,
profitable and robust
- Research and develop new trading strategies, ideally offering
significant diversification to production strategies in terms of style,
markets traded, time frame and frequency, to increase potential gains,
reduce risk, and increase the firm’s capacity. Follow robust procedures
of development, reducing the difference between simulated vs. actual
performance
- Design advanced computer programs outside the traditional
EasyLanguage framework to facilitate robust implementation of research
as well as production versions of trading systems
- Interact with other departments - technology, operations,
trading, marketing and accounting - to ensure current and proposed ideas
are implemented, monitored and executed efficiently and accurately
- Regularly present findings and ideas to management and
investment committee
- Complete other projects as requested by senior management
Required Skills;
Background in the asset management industry with extensive
trading/strategy knowledge. Advanced programming experience in
languages suited for quantitative design
Required Experience;
PhD in a quantitative field of MS degree with 5+years related experience
4 - Quantitative Research Analyst
Job Description;
Research and develop ways to improve current execution strategies and
create new quantitative execution algorithms to improve the performance
of existing and new trading systems. Develop and implement software
used in internal high-frequency trading engine. Monitor and maintain
existing production execution applications.
Key Responsibilities;
- Design and implement software for high-frequency trading engine
using primarily C++ programming language
- Research and develop new smart execution strategies for multiple
security types, ideally offering significant reduction in trading costs
by reducing market impact and slippage
- Monitoring and troubleshooting of production processing for
high-frequency trading infrastructure
- Maintain statistical and data monitoring processes that run on a
24/7 cycle
- Post-trade analytics - Collect, analyze, and report on execution
and trading system performance. Make recommendations for changes that
will improve performance and/or reduce risk
Required Skills;
- Background in the asset management industry with direct exposure
to high-frequency trading systems platform development of algorithmic
trading (equities, futures, of cash-FX)
- Strong C++, STL, shell scripting, multithreaded programming
- Experience with data analysis and mathematical modeling tools
such as Matlab or R
- Thorough understanding of market microstructure for exchange
based instruments or multi-venue markets such as cash FX
- Exposure to market data handling and analysis as well as in-
memory database techniques | l******n
发帖数: 9344 | 2 I think one important thing you forget is whether they sponsor H1B/GC?
【在 t*******8 的大作中提到】
: Hi, all,
: If you are interested, please send me resume in word version to
: t**[email protected].
: The comp is open.
: Thanks.
: Thomas Gan, Ph.D.
: Options Group
: http://www.linkedin.com/pub/tom-gan/3/64b/93a
: 1 - Risk Quantitative
: Key Responsibilities;
| z****u
发帖数: 185 | 3 and approximately what the fund is doing.
【在 l******n 的大作中提到】
: I think one important thing you forget is whether they sponsor H1B/GC?
| t*******8
发帖数: 67 | 4 this is multi-strategy fund, including macro-oriented discretionary and
quantitative investment strategies in the global fixed income, currency,
commodity, and equity markets.
If I do not put Green card only, that means they will sponsor H1B/GC. |
|
