แชร์ตำแหน่งงานนี้

Quantitative Researcher (Quant Research)

วันที่:  25 ก.ย. 2565
ตำแหน่งที่ตั้ง: 

กรุงเทพมหานคร, ไทย

บริษัท:  บริษัท เคเคพี แคปปิตอล จำกัด (มหาชน)

Job Summary

Quant Research team at Kiatnakin Phatra Capital PLC develops and deploys systematic trading strategies across a broad range of financial markets. As a Quantitative Researcher, you will conduct research on financial markets and develop predictive trading models using statistical and machine learning techniques on large datasets. Quantitative Researchers collaborate extensively with engineering and trading teams to build platforms for testing, deploying, and optimizing trading and execution algorithms. The ideal candidate is passionate about data and finance, has strong quantitative and problem-solving skills, and enjoys working on difficult real-world challenges alongside other researchers and engineers in a fast-paced and energetic environment.

Role and Responsibilities / หน้าที่ความรับผิดชอบ

  • Extract predictive signals from various financial market data using mathematical and machine learning methods.
  • Research, develop, and deploy trading models by analyzing daily and intraday market data and brainstorming ideas with traders.
  • Formulate and apply mathematical modeling techniques to continuously optimize the performance of trading strategies, risk management, and order execution.
  • Create tools and libraries to explore and visualize datasets and enable the ideation of new predictive features.
  • Collaborate with engineering teams to develop, test, and enhance backtesting and trading platforms.
  • Work with engineering teams to collect, pre-process, and analyze both structured and unstructured financial market data, such as order book, price/volume, news articles, analyst commentary, social sentiment, etc.

Qualifications / คุณสมบัติ

  • Bachelors, Masters, or PhD from top-tier universities in Computer Science, Computer/Electrical Engineering, Physics, Mathematics, Statistics, or other related fields.
  • Strong analytical and problem-solving skills.
  • Strong quantitative foundation, including mathematical modeling and statistics.
  • Competency in Python or C++.
  • Have a research mindset: ability to think independently and creatively approach complex problems.
  • Possess a strong interest in learning about financial markets; prior finance experience is not required.
  • Demonstrate a strong work ethic and a desire to work in a fast-paced, team-driven environment.
  • Good communication skills with the ability to express complex ideas in simple terms.

Specific knowledge and skill / ความรู้เฉพาะตำแหน่ง

  • Previous experience as a quant or data scientist in a research-focused capacity.
  • Advanced knowledge of one or more specialized areas in applied mathematics and machine learning (e.g. deep learning, signal processing, time-series analysis, reinforcement learning, convex optimization, stochastic processes)
  • Experience working with large datasets in finance or other application domains.

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