VP of Research (Build Models to Drive Alpha & Financial Strategies)

Eligible applicants are quant talents or software engineers who are passionate in Quant Trading/ Quant Research and have good knowledge of C++ is a big plus

Description:-

The client develops and deploys systematic financial strategies across a broad range of asset classes and global markets. They seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on exploiting market inefficiencies. Their teams work collaboratively to drive the production of alphas and financial strategies - the foundation of a balanced, global investment platform.

Success is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement. That's a key ingredient in remaining a leader in any industry.

The goal is to hire the best and the brightest. They value intellectual horsepower first and foremost, and people who demonstrate outstanding talent. There is no roadmap to future success, so we need people who can help us build it. Our collective intelligence will drive us there.

Responsibilities:-

The Role:

Research is at the core. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, their researchers are in constant search of new alphas. They strive to understand data in ways our competitors don't believe is possible. Researchers at the client employs tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.

The client is seeking an exceptional individual to join the firm as the VP of Research. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering problem solver who is motivated by unsolved challenges.

Its Impact:

As the goal is to create new alphas, so the client needs researchers who will lead us there. This is unique investment platform is a leader amongst its peers and the methodology we employ is cutting edge. We desire people who will help us in our relentless pursuit to succeed.

Hard RequirementsL-

What You'll Bring

• Have 1 or more years of experience in one of the following asset classes: Futures, Currencies, Commodities, or Global Macro
• D. or M.S. degree from a leading university and B.S. degree from a top university in HK, US, (or from other leading universities around the world) in a highly analytical field, such as Mathematics, Computer Science, Physics, Electrical Engineering, Financial Engineering or any other related field that is highly analytical and quantitative
• Have a research scientist mind-set, i.e., be a deep thinker, creative, persevering, smart, and a self-starter, etc.
• Be competent in a programming language (C++ or C)
• Possess good English language skills
• Possess a relentless drive to succeed, supplemented by a strong work ethic

Note, this position is based in Taiwan, can sponsor anyone consider relocation.

To proceed with the application, please send your cv to karen@t1.co

All personal information collected will be used for recruitment purposes.