full time/part time needed in ECM

标 题: full time/part time needed in ECM
发信站: 水木社区 (Mon Aug 25 12:47:29 2008), 站内

Empiricus Capital International is a scientific-based quantitative hedge fund
with offices in Shanghai, Hong Kong, New York and London. We are organized as a
team of highly qualified specialist from various scientific, mathematical and
computational disciplines to rigorously explore and experiment with the
application of frontier research to financial market investment strategy. The
company pursues active innovation in the research and development of high
frequency automated system trading and quantitative hedge fund portfolio
analytics.


Empirics Capital International is launching its new office in Beijing. We are
recruiting exceptional local talents in programming and quantitative
disciplines to form a core team to work in our new office situated just steps
away from Peking and Tsinghua University. At Empiricus, we look for candidates
with strong technical background and enthusiasm to make a difference in the
financial market. In the coming month, we are recruiting talents to form a core
team for our new Beijing office.


Job description


1. ATS: Our Algorithmic Trading System Group develop automated trading systems
base on the innovation of various proprietary trading logics, evidence-based
technical analysis research and empirical studies of different asset classes in
the global financial markets. The group combines expertise in trading logic
development, high-level programming and trading technology to achieve its aims.
We are actively recruiting for talents with high level competency in
programming, mathematics and statistical background that will aid in the design
of automated trading strategy.

2. FOF: Our Fund of Hedge Fund Group develops sophisticated portfolio analytics
for a portfolio of hedge funds and formulate Hedge fund manager selection
strategy base on rigorous quantitative methods and due diligence research. Our
experience, analytical capability, and direct investment relationships allow us
to create for proprietary fund a low volatility, deeply diversified hedge fund
portfolio with high statistical edge for positive return, high alpha and low
traditional market factor loading. We are actively recruiting talents who
possess high level of competency in the financial computation and programming
of portfolio analytics.

Job requirement


1. Available for at least 3 days a week for part-timers
2. Major in Computer Science, Mathematics, Stats, Financial Engineering,
Physics will be a plus
3. High energy team players, persistent with strong work ethics, enthusiastic
about our endeavors and understand the specific requirements of our projects
4. High competency and proven experience in Programming with C++
5. Familiar with the use of Matlab, R, and SAS will be a plus
6. Strong background in Mathematics, familiar with subjects such as Stochastic
Calculus, Optimization method, Differential equations, Financial time series
analysis, Stochastic simulation.
7. Basic knowledge about finance, stock market, and options

Compensation
1. Part time: 80~120 RMB/d (competitive on basis of qualification and
contribution)
2. Full time: 3000-4000 RMB/m (competitive on basis of qualification and
contribution)
3. Opportunity to attend training program in Vegasoul Capital in Hong Kong
4. Bonus with exceptional contribution and performance with the team

If you are interested, please send your CV to the following two email address:

hr@; columbuszhang@
1. Mail SUBJECT: Applying position-UNIVERSITY-Chinese NAME-Major-GPA-Beijing
office, e.g. ATS-**** University-张三-Mathematics-3.6-Beijing office
2. One-page English CV and One-Page Chinese CV (in one single file, named as
CV-UNIVERSITY-NAME-Major)
3. Application Deadline: Sept 15 2008. We still accept resumes after the
deadline. However, applicants are encouraged to apply earlier because the
resumes are examined on a rolling basis.

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