Scientech Research Capital is a quantitative trading firm embodied by a group of scientists and technologists. At Scientech we strive 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, accessing major global electronic markets. Since the company was founded in 2019, our trading strategies and infrastructure have weathered through the 2020 financial market storm, riding unseen volatility spike 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. Website https://www.scientechresearch.io/ Currently we are looking for talents to join our firm. We sponsor new H-1B application, H-1B transfer and green card application. Compensation will be highly competitive. It is also 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. If you are interested, please contact recruit@scientechresearch.io. We offer a FREE iPhone 13 Pro as a gift for a successful candidate referral. Thanks. Quantitative Researcher (Junior, High Frequency Trading) Job Responsibilities: 1. Support and improve existing trading strategies. 2. Assist senior quantitative researchers to carry out quantitative strategy design, research and development in global futures, stock, options and cryptocurrency markets. 3. Statistically analyze large-scale tick-by-tick financial data to extract alpha patterns. Qualifications: 1. Applicants must have graduated with advanced degrees from top universities, majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. 2. Have formal trainings of independent academic research. 3. Programming skills: proficient in at least one of following programming languages - C/C++, Python/R. 4. Mathematical basics: having a good understanding of data science, being critical in learning knowledge, understanding at least one of statistical modeling, machine learning, econometrics or optimization. 5. Being fast, critical and reasonable in thinking. 6. Good communicator, being rigorous, patient, and having a strong sense of teamwork. 7. Highly motivated, and able to work in a fast-paced environment. Quantitative Researcher (Senior, High Frequency Trading, Equities/Futures) Job Responsibilities: 1. Apply rigorous statistical analysis to vast quantity of market and financial data to produce predictive trading models and strategies. 2. 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: 1. At least 2 years of experience in systematic alpha research/equity trading. 2. Have a good track record of innovative thinking and problem solving. 3. Must have graduated with advanced degrees from top universities majored in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. 4. Have formal trainings of independent academic research. 5. Programming skills: proficient at least in one of following programming languages - C/C++, Python/R. 6. Good communicator, being rigorous, patient, and having a strong sense of teamwork. 7. Highly motivated, and able to work in a fast-paced environment. Quantitative Researcher (Senior, Mid Frequency Trading, Equities) Job Responsibilities: 1. Scientech is seeking quantitative researchers to join us in developing mid-frequency systematic trading strategies. 2. Apply rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models and strategies. 3. 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: 1. At least 3 years of work experience in statarb trading. 2. Have a good track record of innovative thinking and problem solving. 3. Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. 4. Have formal training of independent academic research. 5. Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R. 6. Good communicator, being rigorous, patient, and having a strong sense of teamwork. 7. Highly motivated, and able to work in a fast-paced environment. Quantitative Developer (Junior) Job Responsibilities: 1. Develop trade and risk monitoring systems 2. Design and implement high-performance data processing and backtesting research framework in a cloud computing ecosystem. 3. Support and improve trading operations in global markets. Qualifications: 1. At least 1 year of experience in writing C++/Java in a large-scale codebase for a professional setting. 2. Experience in Python programming language. 3. Familiarity with cloud platforms such as AWS is a plus. 4. Being fast, critical and reasonable in thinking. 5. Good communicator, being rigorous, patient, and having a strong sense of teamwork. 6. Highly motivated, and able to work in a fast-paced environment. Quantitative Developer (Senior) Job Responsibilities: 1. Design and implement low-latency live trading platforms in C++. 2. Design and implement high-performance backtesting research framework in a cloud computing ecosystem. Qualifications: 1. At least 5 years of experience in writing C++ in a large-scale codebase for a professional setting. 2. Experience in Python programming language. 3. Work experience with low latency trading platforms is a plus. 4. Familiarity with cloud platforms such as AWS is a plus. 5. Knowledge with ReactJS and node is a plus. 6. Being fast, critical and reasonable in thinking. 7. Good communicator, being rigorous, patient, and having a strong sense of teamwork. 8. Highly motivated, and able to work in a fast-paced environment. Experienced Quantitative Trader (Portfolio Manager) Job Responsibilities: 1. Research, implement, deploy and maintain systematic trading strategies using Scientech's proprietary infrastructure. Qualifications: 1. Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, EE, and Physics. 2. Must have a strategy with a proven track record and excellent rate of return. Currently we support all major US and Asian stock exchanges. 3. Previous experience at a proprietary trading firm or proprietary trading desk at a global investment bank.
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What is the expected TC for Quants? I have 2.5 YOE
Hi! It really depends on your experience, coding test and interview performance (i.e. highly competitive, on par with top tech and trading firm).
Let me DM you