Quantitative Researcher

1 week ago


กรงเทพมหานคร, Thailand ธนาคารเกียรตินาคิน Full time

วันที่: 28 ก.พ. 2566- ตำแหน่งที่ตั้ง: กรุงเทพมหานคร, ไทย- บริษัท: บริษัท เคเคพี แคปปิตอล จำกัด (มหาชน)**Job Summary**:

- Research, develop, and deploy quantitative trading ideas and strategies.
- Collaborate with the engineering team to develop and optimize platforms for storing, testing, and monitoring data as well as trading strategies.
- Work with Risk Management team to control risks, evaluate profitability and improve performance of these trading strategies.

**Role and Responsibilities / หน้าที่ความรับผิดชอบ**:

- Extract predictive signals from financial and alternative data using statistical methods and machine learning techniques.
- Research, develop, and test trading ideas by analyzing daily and intraday financial data and brainstorming ideas with traders.
- Create tools and libraries to explore and visualize data sets to enable the ideation of new, predictive features.
- Collaborate with engineers to develop, test, and enhance backtesting and trading platforms.
- Work with engineers to collect, pre-process and analyze both structured and unstructured financial market data, such as order book, price/volume, news articles, analyst commentary,

**Qualifications / คุณสมบัติ**:

- Bachelors, Masters or PhD from top-tier universities in Statistics, Physics, Mathematics, Computer Science, Electrical Engineering, or other related fields that are highly quantitative.
- Strong analytical problem solving and background in statistics
- Proficient in C++/Python
- Proven experience working with large data sets and developing statistical models
- Possess a research mindset: ability to think independently and creatively approach complex problems
- Have a strong interest in learning about finance and global markets
- Work well under pressure and thrive in a fast-paced, team-oriented environment
- Good communication skills with the ability to express complex ideas in simple terms

**Specific knowledge and skill / ความรู้เฉพาะตำแหน่ง**:



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