Job Responsibilities:
Implement and maintain strategy models, while improving strategy backtesting frameworks;
Develop quantitative research toolchains;
Maintain quantitative databases and develop strategy monitoring & risk analysis tools;
Deploy strategy code and optimize execution logic.
Qualifications:
Bachelor's degree or higher in Computer Science, Financial Engineering, or related technical fields;
1-3 years of professional programming experience in production environments;
Proficient in C++ or Python programming languages;
Familiarity with modern data engineering ecosystems is a plus;
Prior experience handling financial data preferred;
Quantitative research/trading experience preferred;
Ability to think critically, rapidly, and rigorously;
Effective communicator with strong teamwork mindset;
Self-motivated and thrives in fast-paced environments.
Top Skills
What We Do
Scientech Research Capital is a quantitative trading firm founded by wall street veterans each with 10+ years of proven track record from top-notch firms. SRC strives to leverage the innovations and breakthroughs in technology to discover fundamental values in the financial markets. We pride ourselves in adhering to scientific principles and nurturing creativity in quantitative research. As a proprietary trading firm, we utilize our own capital to deploy investments. Currently we have presence in major US and Asian exchanges with daily trading volume over $500MM USD. Since the company founded in 2019, our trading strategy and infrastructure have weathered through the 2020 financial market storm, riding unseen volatility spike and handling massive data volume with ease. We are actively seeking talents to build out our multi-asset trading and research platform, and extend the footprint to global markets.
