Join the Taipei team to develop macro-focused systematic trading strategies in liquid secondary markets. You will conduct data-driven research to identify signals and market inefficiencies and collaborate with team members on research and development initiatives. The role requires a quantitative degree, 2+ years of experience in quantitative research or systematic trading, and proficiency in Python or C++ with familiarity in SQL/NoSQL.
We are looking for an experienced Macro Quant Researcher to join our team in Taipei.
Responsibilities
Develop macro-focused systematic trading strategies in liquid secondary markets.
Conduct research to identify data-driven signals and market inefficiencies.
Collaborate with team members on research and development initiatives.
Requirements
B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline.
2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager.
Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts.
Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL).
Demonstrable ability to conduct independent research utilizing large datasets.
Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team.
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Role
\n
We are looking for an experienced Macro Quant Researcher to join our team in Taipei.
Responsibilities
\n
Develop macro-focused systematic trading strategies in liquid secondary markets.
Conduct research to identify data-driven signals and market inefficiencies.
Collaborate with team members on research and development initiatives.
Requirements
\n
B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline.
2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager.
Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts.
Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL).
Demonstrable ability to conduct independent research utilizing large datasets.
Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team.
Commitment to the highest ethical standards.
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Join the Taipei team to develop macro-focused systematic trading strategies in liquid secondary markets. You will conduct data-driven research to identify signals and market inefficiencies and collaborate with team members on research and development initiatives. The role requires a quantitative degree, 2+ years of experience in quantitative research or systematic trading, and proficiency in Python or C++ with familiarity in SQL/NoSQL.
We are looking for an experienced Macro Quant Researcher to join our team in Taipei.
Responsibilities
Develop macro-focused systematic trading strategies in liquid secondary markets.
Conduct research to identify data-driven signals and market inefficiencies.
Collaborate with team members on research and development initiatives.
Requirements
B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline.
2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager.
Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts.
Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL).
Demonstrable ability to conduct independent research utilizing large datasets.
Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team.
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Role
\n
We are looking for an experienced Macro Quant Researcher to join our team in Taipei.
Responsibilities
\n
Develop macro-focused systematic trading strategies in liquid secondary markets.
Conduct research to identify data-driven signals and market inefficiencies.
Collaborate with team members on research and development initiatives.
Requirements
\n
B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline.
2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager.
Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts.
Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL).
Demonstrable ability to conduct independent research utilizing large datasets.
Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team.
Commitment to the highest ethical standards.
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