Job description
A boutique quantitative asset manager in NYC is looking for someone to contribute to data preparation, signal process, portfolio construction methodologies, and various performance and analytical tools.
- Transfer leading edge science and technology into investment strategies
- Structure portfolio construction through in-depth research and advanced quantitative analysis in mathematics and statistics
- Deploying innovative techniques including machine learning, Natural Language Understanding(NLU), Large Language Model (LLM) and high performance parallel computing
The ideal candidate will have advanced degree in, but not limited to, applied math, experimental physics, operation research or statistics
Qualifications:
Strong quantitative and analytical skills with solid background in numerical analysis, deep learning
Proficiency in foundational knowledge of C++, Python, CUDA and large scale computing
