The Internal Alpha Capture (IAC) team is focused on developing and implementing scalable long/short equity investment strategies that leverage insights from discretionary portfolio managers and analysts, using sophisticated risk management, portfolio construction and execution techniques. This is an opportunity for students and researchers in quantitative finance, behavioral finance, and statistics to apply these techniques to solve niche practical investment challenges specific to a platform of equity portfolio managers. • End-to-end quantitative research project management including data exploration, cleaning and management, research hypothesis testing based on economic rationale, statistical/regression modeling, realistic simulation analysis, and presentation of results to the broader group. IAC團隊專注於開發和實施多空股票投資策略,利用來自主觀交易經理與分析師的獨特見解,並結合先進的風險管理、投資組合構建和執行技術。 這是一個給量化金融、行為金融和統計學領域的學生和研究人員的絕佳機會,我們應用這些技術解決股票投資經理平台的務實問題。 工作職務包含: 完整的量化研究專案管理,涵蓋資料探索、整理和管理;基於經濟理論的假設;建立統計和回歸模型;務實的模擬分析;並參與向團隊成員報告研究成果。
年薪2,200,000元以上
(固定或變動薪資因個人資歷或績效而異)• Undergraduate, Masters, or PhD candidates or higher in finance, computer science, mathematics, or other quantitative discipline • Strong analytical and quantitative skills, particularly related to quantitative equity investing • Sound economic intuition when it comes to validating investment hypotheses • Solid regression modeling foundations (linear, ridge, logit, etc.) • Familiarity with fundamental data (estimates, actuals) and databases (compustat, ibes) • Familiarity with commercial factor models (Barra, Axioma, etc.) • Strong python skills, particularly in data manipulation and regression modeling • Familiarity with SQL and version control (GIT) • Commitment to the highest ethical standards • 金融、資訊工程、數學,或其他量化領域的學士、碩士、博士級學歷。 • 擁有優秀的分析與量化技能,有量化股票投資經驗尤佳。 • 在驗證投資假設時擁有良好的經濟直覺。 • 擁有良好的回歸模型基礎 (linear, ridge, logit等)。 • 熟悉基本數據 (預估值、實際值) 以及數據庫 (如Compustat, ibes)。 • 熟悉多因子模型 (如Barra, Axioma等)。 • 具備優秀的Python程式語言能力,尤其擅長處理數據與回歸模型。 • 熟悉SQL和版本控制系統 (如Git)。 • 遵守最高道德標準。