AMC-Quantitative Researcher -VP

Responsibility:

• Build clean historical datasets, and maintain point-in-time data to ensure that research uses information that was accurate and fully traceable.

• Run backtests and statistical checks, and study how factor performance varies across market regimes.

• Automate monthly signal production and suggest improvements to the process.

• Develop HMM, regime-switching and reinforcement learning models where appropriate.

• Build dashboards to keep track of data quality and strategy performance.

• 构建干净的历史数据集，并维护时间点数据，以确保研究使用准确且完全可追溯的信息。

• 运行回溯测试和统计检查，并研究因素表现如何因市场制度而异。
• 实现每月信号产生的自动化，并提出流程改进建议。
• 在适当的情况下，开发 HMM、体制转换和强化学习模型。
• 构建仪表板以跟踪数据质量和战略绩效。

Requirement:

• Master’s degree or PhD in machine learning, computer science, statistics or a related quantitative discipline. Specialization in reinforcement learning is highly desirable.

• Experience in quantitative research, data science, or a related field (industry or academic).

• Strong programming skills in Python; experience with machine learning libraries.

• Quantitative Modeling: Familiarity with quantitative modeling, portfolio construction, and equity markets.

• Data Handling: Experience working with large, complex, and alternative datasets.

• Excellent verbal and written communication skills in English, with the ability to present complex ideas to both technical and non-technical audiences.

• Collaboration: Demonstrated ability to work effectively in a team environment.

• Strong problem-solving skills and intellectual curiosity; ability to drive research projects independently.

• 硕士学位或博士学位，机器学习、计算机科学、统计学或相关定量学科专业。

• 具有定量研究、数据科学或相关领域（行业或学术）的工作经验。

• 具有优秀的技术能力，在Python中拥有较强的编程技能并拥有机器学习库的经验。

• 熟悉定量建模、投资组合构建和股票市场。

• 拥有处理大型、复杂和替代数据集的经验。

• 优秀的英文口头和书面沟通技巧，能够向技术和非技术受众提出复杂的想法。

• 展现出在团队环境中有效工作的能力。

• 强大的解决问题的技能和智力好奇心；独立推动研究项目的能力。