Responsibilities
Assist in Alpha Discovery: Support senior quantitative researchers in developing and testing new trading strategies aimed at generating alpha. Analyze market data to identify patterns, trends, and inefficiencies that can be used to improve existing models.
Data Collection and Preprocessing: Help gather, clean, and preprocess large datasets from various financial markets. Ensure data quality and accuracy for analysis and model development.
Backtesting and Strategy Validation: Run backtests on new and existing trading strategies using historical data. Assist in evaluating the performance of strategies and models by analyzing the backtesting results.
Model Implementation and Optimization: Assist in coding quantitative models in Python, R, or other relevant programming languages. Help optimize models for performance and scalability under the guidance of senior researchers.
Research Financial Literature: Stay up to date with the latest developments in quantitative finance. Review academic papers and industry publications to suggest potential improvements to current strategies or explore new ideas.
Performance Analysis: Support the team in analyzing the risk and return characteristics of trading strategies, including volatility, drawdowns, and Sharpe ratios. Assist in finding ways to mitigate risk while maximizing returns.