Scientech Research Capital Hiring

我司近日快速扩张 需要招聘  Quant Researcher, Quant developer, Portfolio Manager, 等 Intern, Junior, Senior职位都有 希望大家投来简历

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.


Company 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 email me at zwang@scientechresearch.io.

We offer a FREE iPhone 12 Pro as a gift for a successful candidate referral. Thanks.

Quantitative Researcher (Intern)
Job Responsibilities:
1. Assisting senior quantitative researchers to carry out quantitative strategy design, research and development of global futures, stocks and options market.
2. Statistically analyzing large scale tick by tick financial data to extract alpha patterns.



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. Have formal trainings of independent academic research.
2. Programming skills: proficient in at least one of following programming languages - C/C++, Python/R.
3. 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.
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 Researcher (Senior, High Frequency Trading, Equities/Futures)

Job responsibilities:
1. Apply rigorous statistical analysis to vast quantities 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 generation, data cleaning, strategy backtesting, portfolio optimization, risk management and production monitoring.
Qualifications:
1. At least 2 years of working 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. Have formal trainings of independent academic research.
4. Programming skills: proficient at least in one of following programming languages - C/C++, Python/R.
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 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 generation, 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. Have formal training of independent academic research.
4. Programming skills: proficient in at least one of the following programming languages - C/C++, Python/R.
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 (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 3 year of experience in writing C++/Java in a large-scale codebase for a professional setting.
2. Experience with 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-year experience in writing C++ in a large-scale codebase for a professional setting.
2. Experience with Python programming language.
3. Familiarity with cloud platform such as AWS is a plus.
4. Knowledge with Reactjs and node is a plus.
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 fast-paced environment.Experienced Quantitative Trader (Portfolio Manager)


Experienced Quantitative Trader (Portfolio Manager)
Qualifications:
1. Must have graduated with advanced degrees from top universities majoring in science and engineering, preferably Statistics, Mathematics, Computer Science, Electrical Engineering, and Physics.
2. Must have a strategy with a proven track record and an excellent rate of return. Currently, we support all major US and Asian stock exchanges.
3. Have previous experience at a trading firm or desk at a global investment bank.

​
公司表现强劲，目前还在招 quant与dev还有自带策略的pm，intern, junior, senior都可以, 欢迎大家继续关注。公司奖金all cash， match甚至beat fb/google total comp，能投资公司内部的员工fund超高回报，WLB好。我司目前团队都是TOP5为主, 招聘bar会比较高. 但待遇可以直接beat FLG 每年internal fund. 回报参看文印复兴大奖章, 这个投资增值速度长远来看绝对超过所有tech股票.

感谢楼主，bo*****15@gmail.com已发

感谢楼主 a*****41@gmail.com已投

nuffsalad 发表于 2021-10-4 10:07
可以远程吗？

公司还是比较看重大家面对面的沟通交流和合作，所以还是倾向于大家都在办公室办公

欢迎大家踊跃申请~

感谢楼主 zh*****fe@gmail.com已投

location呢？

tys09 发表于 2021-10-2 23:34
location呢？

在Jersey City

Aeilaney 发表于 2021-10-2 23:16
感谢楼主 zh*****已投

谢谢~会尽快review

可以远程吗？