Quantitative Researcher

About us: VICI Holdings’ Quantitative team is seeking a Quantitative Researcher to integrate knowledge from statistics, information science, and finance to enhance our research capabilities. This role involves applying and learning diverse disciplines such as market microstructure, statistics, and machine learning. “Career Path”: As you achieve research milestones, there will be opportunities to pursue a career in high-frequency trader or quantitative trader, allowing you to develop automated trading strategies and further contribute to our innovative trading solutions. Roles/ Responsibilities: • End-to-end research and development, including idea generation, data processing, strategy back-testing, optimization, and production implementation. • Quantitative Model Development: Building model prototypes and conducting back-testing. • Conduct quantitative research independently including market data analysis, prototyping, strategy parameters tuning, and performance monitoring. • AI Algorithm trading strategy research. Candidate Requirements: • Degree in EE, CS, Mathematics, Physics, Statistics or related experience. • Programming skill in Python is a must. • Proficient in researching AI algorithm trading strategies is a plus. • Basic knowledge of finance and trading rules are a plus. • Familiarity with programming skills in C++ or R is a plus. Other Requirements: • High self-motivated individual with good communication skill. • Strong analytical and quantitative skills are a must. Interview Process: Resume selection -> Take home assessment -> AI Interview ->F2F assessment & Hiring Manager assessment (or Google meet) -> HR Manager VICI Holdings 威旭資訊是一間專注於高頻交易、造市及套利交易的公司，我們進行量化研究並追求更好的交易策略。擁有領先全台的軟體研發團隊，並具備華爾街等級的FPGA設計技術，據此打造低延遲全自動交易系統；同時，交易策略橫跨股票、期貨及衍生性商品，且每日全球交易市值達數百億台幣。 其中，計量研究人員是結合統計、資訊和財金的一份職務，在整個計量研究的期間將會同時使用及學習到不同領域的知識並將其結合，以上不同領域知識包含(但不僅限於)市場微結構、統計、機器學習(Machine Learning)。 為了使工作順利，需大量利用程式工具來完成任務，因此需俱備Python、R或C++等程式語言的基本使用能力。在累積一定的研究成果後，也有機會依個人意願發展高頻交易、量化交易員職涯，建立自動交易策略。 【工作內容】 ・金融數據分析（方法挑選、資料蒐集與分析）。 ・計量模型研發（建立模型原型、回測）。 ・AI演算法交易策略研究。 【能力需求】 ・電機、資工、生醫、數學、物理等理工相關科系。 ・對交易策略研究有強大的熱情。 ・熟悉Python（必要）、機器學習（必要） 【加分項】 ・具備基礎的金融相關知識與交易規則。 ・熟悉C++或任ㄧ程式語言。 【面試流程】可能視情況調整流程順序 履歷篩選 --> take home assessment --> 線上AI面試 -->現場考題 & 主管面試 （面試可選擇現場或是google meet）--> HR 面談 【投遞注意事項】 投遞請附上歷年成績單，包含大學及研究所（如有）及過往研究成果，形式可為論文、專題研究或是github連結。無法附件在104可以寄到[email protected]信箱。