MS Capital is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns. We are expending the team, searching for experienced candidates have strong background in programing, statistics modelling, data analysis, etc.
Roles & Responsibilities:
· Research and develop international private market, secondary market trading and investment strategies
· Leverage new programming and analytical tools to drive quantitative strategies through a data-driven approach with continuous iteration
· Extracting patterns from market microstructure, trading, fundamentals, events and other multivariate data to build diversified quantitative strategy models
Qualifications
· Bachelor's degree or above in computer science, mathematics, physics, or related field
· Experience in quantitative research, through industry internships, academic, or personal projects
· Familiar with C++, Python or other high-level languages
· Strong communication skills and learning ability, good English and Chinese reading and writing skills, able to track the latest research results in academia and industry
Plus Points:
· Experienced in using big data to predict and test statistical market models
· Experienced in machine learning theory, computer vision, speech retrieval
· Experienced in competitions such as Kaggle, ILSVRC, and other internationally recognised competitions
Interested applicants please apply directly here or send your resume to [email protected]
