知名避險基金徵研究員 - offer

各位好，敝公司Adecco Personnel協助避險基金代徵研究員


Opening : Quantitative Researcher*2+
Location: Taipei (able to relocate to US after 3 years)
Package : USD 60,000~70,000+ performance bonus.
With 5~6 years work experience.
Earning USD 1 Million/annually is possible


Job Responsibilities:

Create mathematical models to simulate and predict the worldwide financial
markets movement.


Company Profile:

Our Client is one of the leading players in global quantitative trading.
They have consecutive double digit yearly return (15%~20%) in last 16 years.
Even in dot.com bubble (2001) and Financial Crisis (2008), they have positive
return. This fund has very good Sharpe Ratio (above 3), which means they get
decent investment return by taking relatively few risks. They have good
investment performance record.


Our client offers outstanding career opportunities, which include:

-A friendly lab environment for candidates who like doing quantitative research
-A rare opportunity to learn from investment expert
-An opportunity to relocate to the US or other location offices after 3+ years
work experience with good performance


Requirements:

-Leading Universities Ph.D./ M.S./ B.S. degree in highly analytical field
(ex: Electrical Engineering, Computer Science, Physics and Math)
-Ranked at least top 20% in B.S. degree (Transcript is needed)
-Have a research scientist mind-set, i.e., be a deep thinker, smart and creative
-Programming language C++ is not necessary but is a plus
-Interested in learning about worldwide financial markets
-Strong work ethic


Working environment & Training:

The working environment is like a lab in the university with academic
atmosphere. A new researcher will choose their mentor (Sr. Researcher).
The Company offers new employees 1~2 years training. They will work on good
"formula", develop mathematical models and read academic paper. This is a
very good opportunity for Engineering/Mathematical background candidates who
are highly interested in entering quantitative/ financial field.


Taipei Office:

Taipei office has been successfully built up in Oct 2013. Our client has an
expansion plan in Taipei office and is actively looking for highly potential
candidates.


Contact Information
Bruce Chiu
Email: [email protected]
Phone: 02-7718-8836


Introduction to Quantitative Investment:

數理科學和金融市場，這兩種不同領域的研究，在數學本質上是有所相通的。
20世紀以來，許多頂尖數理資訊科學家對金融領域的研究，做出卓越貢獻。其中有些學者
，更將研發的理論和模型，實際運用在金融投資的決策上，並獲得優異的成功和財富。以
下是歷史上重要的研究人員和成果：

-1959年 奧斯本發表<股票市場的布朗運動>，論文中肯定個股股價的分布狀況，應該趨近
於對數常態分布 (log-normal distribution)。

-1958~1960+年 碎形幾何重量級數學家曼德布洛特任職於IBM期間，對大宗棉花，黃金，石
油和股票，債券的價格分布提出重要研究。

-1960~1970+年 資訊理論之父夏農和愛德華˙索普合作，將其研究應用於金融領域，索普
更創立早期的避險基金，獲得優異的投資績效。

-1970+年 具有物理學背景的布雷克和休斯合作，研究出期貨和選擇權定價公式
Black-Scholes model。

-1970~1980+年 知名混沌理論學者法默和派卡德用電腦算出微分方程，預測輪盤滾珠落點
。後更運用其理論，研究複雜的國際金融系統。進行統計套利。

-1993年 IBM削減研發經費，一些數學很強的科學家離開IBM到華爾街，進入全球頂尖的
量化避險基金－文藝復興基金，並取得優異表現。

-1990+年 研究臨界現象的地球物理學者索耐特，將研究纖維斷裂，地震的數學方法，應用
在研究金融危機，並成功預測1997/ 2007~08金融風暴。在2004年索耐特也使用其研究方
法，運用Amazon.com的資料，預測暢銷書的出現。

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