<< ZURÜCK
BEWERBEN
von: MCP (Switzerland) GmbH | Ort: Baar
N: MCP(Switzerland)GmbH
1. Primary Responsibilities:
• Develop and maintain statistical arbitrage strategies for own portfolio;
* Analyze predictive mathematical models (alphas) produced by researchers and develop algorithms to combine the alphas into a portfolio generating statistically significant returns.
* Construct new algorithmic trading strategies using predictions developed by researchers;
* Optimize risk/reward ratio of portfolio of own strategies;
* Apply filtering techniques to predictive signals in order to filter out random noise;
* Manage day to day evolution of strategies in response to changes in the market environment;
* Stay on top of the latest quantitative research trends in both academia and industry; and
* Evaluate and allocate capital to strategies, targeting optimal value-added to the company portfolio.
2. Position Requirements:
• Master’s or higher in Computer Science, Computer Engineering, Electronic Engineering, Statistics, Operations Research, or in a closely related quantitative field.
• 5 years’ experience as a Regional Research Director, Vice President, Research, Senior Quantitative Researcher, Quantitative Researcher, or in similar position(s), which must include:
o Experience working with Portfolio Managers and Researchers on alpha signal combination research and development.
o Experience using data API for trade execution to implement trading strategies individually developed, across major exchanges throughout the United States, Europe, and Asia.
o Experience must include mathematical maturity, and the application of data analysis, linear algebra, logic, probability, statistics, and optimization techniques;
o Experience applying advanced of statistical modeling techniques, including machine learning, regression, and multivariate statistics;
o Programming experience in C++; Python; Matlab or R programming languages; and SQL;
o Must have a good understanding of equity, futures, and currency markets;
o Experience with Linux operating system.
<< ZURÜCK
BEWERBEN
N: MCP(Switzerland)GmbH