Description
Qualification Summary * Superior statistical learning knowledge capacity to perform deep-dive data analysis to construct predictive/inference models using: regression/classification, decision trees, SVM, exploratory data analysis methodology and neural networks * Excellent working knowledge in time-series analysis, econometrics and statistics * Sharp mind on statistical arbitrage equity alpha research and constructing equity L/S strategies hands-on experiences on portfolio construction, optimization, management and trading * Deep familiarity with risk management techniques and tools such as VaR, back-testing and stress testing deep understanding of the principles of derivatives pricing * Hands-on research experiences with high frequency trading driven by market making strategy built upon the statistical modeling of aggregate order book * Solid knowledge and proficiency with R, Matlab, Python, Perl, Unix/Linux, MS SQL, MySQL, C/C++, Java experience with gprof for code optimization * Extensive experience with financial databases and products: Bloomberg, Compustat, Worldscope, MarketQA, Capital IQ, Starmine, IBES, IDC, OPRA, OptionMetrics, RavenPack, 2iQ, NYSE TAQ, Barra etc
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