量趨科技股份有限公司
Quantitative Machine Learning Alpha Researcher - Quantitative Algorithmic Trading Team
9/18 Cập nhật
Array
Tiếng Anh Điều kiện
Toàn thời gian
Cấp nhân viên cao cấp
Tiếng Anh Điều kiệnLương & địa điểm làm việc
Thỏa thuận
(Thường từ 40.000NTD trở lên)
台北市信義區
Điều kiện
Yêu cầu ngôn ngữ
Tiếng Anh
聽/中等、說/中等、讀/精通、寫/精通
Kinh nghiệm
3年以上
Mô tả công việc
This role will focus on developing quantitative algorithmic CTA and high-frequency trading strategies using machine-learning-driven and data-driven methodologies, you will need to think about how to exploit modern machine-learning techniques on diverse financial data sets.
It's quite different from other typical machine learning jobs because our percentage-based lucrative dividends and annual bonuses are directly associated with your model's performance! You will also have the opportunity to conduct independent algorithmic research.
The main programming languages are Python and Rust.
【About Us】
Quantrend Technology focuses on building financial trading strategies across a variety of asset classes and global markets.
We empower the paradigm shift from traditional quant to AI quant by using modern end-to-end deep learning models.
The difference between traditional approaches and our proprietary solution is that our models can automatically extract robust and high-quality trading signals (Alphas), but traditional hand-crafted approaches often fail to do so.
【Responsibilities】
1. Conduct quantitative research, and apply advanced modern machine learning methods to diverse data sets to build robust models for forecasting financial market risks and returns.
2. Design and implement algorithmic CTA and high-frequency trading strategies including backtesting and evaluation.
3. Research / propose/validate new effective financial market predictive features, models, and trading strategies.
4. Design and implement directional movement/volatility/risk/price impact/slippage forecasting models in CTA and high-frequency trading.
5. Deep reinforcement learning-based optimal control of trade execution, risk management, and portfolio construction.
6. Self-supervised / unsupervised learning on financial market data sets.
7. Co-work with trading system developers to deploy trading strategies in live trading environments.
【Requirements】
1. Advanced training in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, Financial Engineering, or another highly quantitative field. (Bachelor’s, Master’s, Ph.D. degree)
2. Strong knowledge of probability, statistics, machine learning, deep learning, time-series analysis, pattern recognition, computer vision, NLP, etc.
3. Strong programming skills in Python machine learning packages, including NumPy, pandas, scikit-learn, XGboost, Tensorflow, and Keras or PyTorch.
4. Solid experience in EDA (exploratory data analysis) using Python, familiarity with data visualization using packages including matplotlib, seaborn, etc.
5. Deep understanding of machine learning theories and algorithms, with the ability to debug ML models, tune hyperparameters, and identify and solve the root cause of model performance bottlenecks.
6. In-depth understanding of deep learning theories, network architecture design, and training/optimization techniques, with hands-on experience in the development of deep learning models.
7. Superb analytical and quantitative skills, understanding of and experience with mapping domain problems into algorithms, along with a healthy streak of creativity.
8. Entrepreneurial, highly-productive, extremely detail-oriented, with a sense of ownership of his/her work, working well both independently and within a small collaborative team.
9. Great communication and problem-solving skills.
10. Self-motivated and fast-paced learner.
【Nice to Have】
1. Bachelor’s degree in financial engineering.
2. Experience in trading and in-depth knowledge of financial markets.
3. Prior experience working in a data-driven research environment.
4. Experience in training DRL (Deep Reinforcement Learning).
5. Bayesian / hierarchical probabilistic graphical modeling experience.
6. Experience in algorithmic trading.
7. Knowledge of SQL and NoSQL databases and Docker containers.
8. Experience with AWS.
Số lượng tuyển dụng
1~3人
Trình độ học vấn
大學(學院)以上
Yêu cầu ngành học
統計學相關、數理統計相關、資訊工程相關
Giờ làm việc
日班
Chế độ nghỉ
週休二日
Việc Làm Gợi Ý
Establishing Statistical Actuarial Models
Software Programming
Machine Learning
建立統計精算模型 軟體程式設計 Machine Learning
Loại công việc
Software Engineer
台北市信義區
電腦軟體服務業
作為一家以高頻交易系統開發為核心的技術導向公司，量趨科技致力於研發先進的交易系統和策略。我們以應用AI深度學習演算法建立高效的交易模型為己任。在高頻交易和中低頻方向性策略等多種類型的專業策略領域，我們以卓越的技術能力在市場中傲視群雄。
As a technology-based company focusing on the development of high-frequency trading systems, Quantrend Technology is committed to the research and development of advanced trading systems and strategies. Our mission is to create efficient trading models by applying artificial intelligence deep learning algorithms. In multiple professional strategic areas such as high-frequency trading, medium-low frequency directional strategy, etc., we stand out in the market with our outstanding technical strength.
作為全球頂尖的流動性提供者，我們為全球市場注入了5%的市場流動性，並獲得了全球最頂尖交易所的高度認可，名列全球排名前列。量趨科技更是台灣領先的高頻交易系統開發商，同時也是全球頂級的十大高頻量化交易公司之一。我們不斷運用技術創新，應用先進的工具和平台，如Rust、AWS、K8s，以持續優化我們的交易系統的效能和穩定性。
As a liquidity provider, we have contributed 5% of the market liquidity to the global market, and have been highly recognized by the world's top exchanges, ranking among the world's leading ranks. Quantrend Technology is not only a leading high-frequency trading system developer in Taiwan, but also one of the top ten high-frequency quantitative trading companies in the world. We continue to apply technological innovation, using advanced tools and platforms such as Rust, AWS, and K8s to optimize the performance and stability of our trading system.
這些先進技術的運用，使我們能夠迅速、高效地執行交易策略，為客戶提供卓越的交易體驗。我們的團隊由資深數據科學家、量化工程師和交易專家組成，他們熟悉各種市場情況和風險管理策略，能夠快速反應市場變化並採取有效的交易策略。同時，我們的團隊也不斷學習和研究最新的科技趨勢，以保持技術的領先地位。
The application of these advanced technologies enables us to execute trading strategies quickly and efficiently, providing our clients with an excellent trading experience. Our team consists of senior data scientists, quantitative engineers, and trading experts who are proficient clients in various market conditions and risk management strategies. They can quickly respond to market changes and implement effective trading strategies. In addition, our team is constantly learning and researching the latest technological trends to maintain our technological leadership.
我們將持續重視人才培養和團隊合作，以團隊的力量引領量化交易行業的發展。透過持續吸引頂尖人才的加入，我們將不斷推動技術創新，為全球客戶帶來卓越的頂尖服務。
We will continue to put talent training first, cultivate team spirit, and lead the development of the quantitative trading industry with the strength of the team. By continually attracting top talent, we will drive technological innovation and provide exceptional service to our clients around the world.
