上海招聘

职位描述：
Falcon Alpha,是一家全球技术驱动的投资公司, 团队遍布纽约、香港和上海，现在正招募资深研究员加入上海团队。公司管理人之前是Goldman Sachs, JPMorgan, UBS and Microsoft 的高层。Falcon Alpha 有多年成功的投资记录。公司领导管理过超过30亿 美金的基金，在中国，公司的投资人和顾问包括大型银行、资管公司、风投公司等。
加入一个飞速发展的数据驱动的投资公司是个激动人心的机会。公司成员毕业于 Harvard、Princeton、Stanford、上海交大、复旦、 同济。
同时管理投资资金和加入一个飞速发展的公司是个很独特的机会。
薪酬是很具有竞争力的，并和表现和经验相匹配。

岗位要求 
理想人选应有计算机、数学、统计或者工程专业的高学位并且有机器学习、时间序列预测、统计分析和投资组合优化的工作经验
要求有量化研究和交易的经验，并且在其中有关于开发和维护系统化高收益高夏普率的策略的直接、显著的贡献
之前交易经验包括期货、大宗商品、FX和股权等多种资产品种
有研究最小变动量级的市场数据的经验
非常强的分析能力
熟练掌握类似Python, Matlab, R 和 C++等编程语言
流利的书写和口头交流能力，中文和英文
自我激励精神、创业精神  

岗位职责 
开发并管理一个量化交易策略的投资组合
参与投资委员会会议和端对端研究和开发流程
分析全球的期货、大宗商品、股票市场并且开发新策略
用统计工具来分析市场数据(长期、1s的和最小变动量级别的)并识别统计趋势和交易信号
利用公司自有的回测框架来彻底的测试和改进新的交易想法
和投资委员表述新的交易想法

Falcon Alpha, a global technology-driven investment firm with offices in Shanghai, Hong Kong and New York, is looking to hire senior research analysts to join the team in Shanghai. Lead by former Goldman Sachs, JPMorgan, UBS and Microsoft executives, Falcon Alpha has a successful multi-year investment track record. The company’s leaders have managed funds in excess of USD 3 billion, and in China, the company’s investors and advisors include large banks, asset management firms, venture capital firms and similar institutions.
Exciting opportunity to join a fast growing data-driven technology investment company. Come work with fellow graduates of Harvard, Princeton, Stanford, Shanghai Jiaotong, Fudan, Tongji and East China Normal University.
Unique opportunity to manage investment capital and join an exciting and rapidly growing firm. 
Compensation is highly competitive and commensurate with experience and performance.

Qualifications 
Ideal candidates will have advanced degrees in computer science, math, statistics or engineering and formal work experience and coursework in machine learning, time series prediction, statistical analysis and portfolio optimization.
Previous quantitative research and trading experience with demonstrable direct contribution to developing and maintaining systematic, profitable and high sharpe ratio trading strategies
Previous experience trading multiple asset classes including futures, commodities, FX and equities
Previous experience analyzing tick level market data
Strong analytical skills
Proficiency in programming languages such as Python, Matlab, R and C++
Excellent written and oral communication skills
Self-motivated, entrepreneurial  

Responsibilities
Develop and manage a portfolio of quantitative trading strategies
Participate in investment committee meetings and end-to-end research and development processes
Analyze global futures, commodity and equity markets to develop new trading ideas
Use statistical tools to analyze market data (long-term, 1s, and tick level data) and identify statistical patterns and trading signals
Utilize proprietary backtesting frameworks to thoroughly test and improve trading ideas
Present to investment committee new trading ideas 举报 分享

我司为先进的金融科技公司，从建立之初即专注于金融数据分析，量化对冲及套利等领域。核心团队由具备多年投资经验的顶尖人才组成。公司在海内外市场均具备优秀的业绩表现并建立起一套成熟的数据分析与研究系统。致力于成为国际一流的金融量化公司。