各位好，敝公司Adecco Personnel协助避险基金代征研究员
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:
数理科学和金融市场，这两种不同领域的研究，在数学本质上是有所相通的。
20世纪以来，许多顶尖数理资讯科学家对金融领域的研究，做出卓越贡献。其中有些学者
，更将研发的理论和模型，实际运用在金融投资的决策上，并获得优异的成功和财富。以
下是历史上重要的研究人员和成果：
-1959年 奥斯本发表<股票市场的布朗运动>，论文中肯定个股股价的分布状况，应该趋近
于对数常态分布 (log-normal distribution)。
-1958~1960+年 碎形几何重量级数学家曼德布洛特任职于IBM期间，对大宗棉花，黄金，
石油和股票，债券的价格分布提出重要研究。
-1960~1970+年 信息论之父夏农和爱德华˙索普合作，将其研究应用于金融领域，索普
更创立早期的避险基金，获得优异的投资绩效。
-1970+年 具有物理学背景的布雷克和休斯合作，研究出期货和选择权定价公式
Black-Scholes model。
-1970~1980+年 知名混沌理论学者法默和派卡德用电脑算出微分方程，预测轮盘滚珠落点
。后更运用其理论，研究复杂的国际金融系统。进行统计套利。
-1993年 IBM削减研发经费，一些数学很强的科学家离开IBM到华尔街，进入全球顶尖的
量化避险基金－文艺复兴基金，并取得优异表现。
-1990+年 研究临界现象的地球物理学者索耐特，将研究纤维断裂，地震的数学方法，应
用在研究金融危机，并成功预测1997/ 2007~08金融风暴。在2004年索耐特也使用其研究
方法，运用Amazon.com的资料，预测畅销书的出现。