Machine Learning Quantitative Researcher (Campus Hiring) at AlphaGrep Securities

Shanghai, Shanghai, China

AlphaGrep Securities Logo
Not SpecifiedCompensation
Entry Level & New GradExperience Level
Full TimeJob Type
UnknownVisa
Quantitative Finance, Financial ServicesIndustries

Requirements

  • A master's degree or above in computer science or related fields from a prestigious university, graduating before July 2026
  • Excellent programming skills, proficient in Pytorch/Tensorflow, capable of rapidly developing and implementing various cutting-edge deep learning models based on one of the frameworks. Improving and tuning models with innovative ideas. A solid foundation in C++ programming is required
  • Priority will be given to candidates who have won awards in competitions such as ACM/ICPC, NOIP/NOI, and those with outstanding performance in machine learning competitions like Kaggle
  • Candidates with publications in international conferences (including but not limited to NIPS, KDD, CVPR, ICML, ACL, AAAI, COLT, AISTATS, WWW, SIGIR, IJCAI) or journals in the fields of machine learning, data mining, and recommendation systems are preferred
  • Passion for the quantitative industry and a clear career development direction is essential. Self-motivated candidates are preferred

Responsibilities

  • Apply machine learning and deep learning to quantitative trading strategies in the stock market
  • Explore cutting-edge model algorithms to extract information and build models in various quantitative scenarios

Skills

Key technologies and capabilities for this role

PyTorchTensorFlowC++Deep LearningMachine LearningQuantitative Trading

Questions & Answers

Common questions about this position

Is this position remote?

Yes, the position is remote.

What is the salary for this role?

This information is not specified in the job description.

What skills are required for this Machine Learning Quantitative Researcher position?

Candidates need excellent programming skills, proficiency in PyTorch/TensorFlow for developing deep learning models, a solid foundation in C++, and a master's degree or above in computer science or related fields from a prestigious university.

What is the company culture like at AlphaGrep?

AlphaGrep has great people including curious engineers, mathematicians, and statisticians who like to have fun; a transparent structure valuing employee ideas; a relaxed environment with a flat organizational structure and frequent activities like offsites and happy hours.

What makes a strong candidate for this role?

Priority is given to candidates with awards in competitions like ACM/ICPC, NOIP/NOI, or Kaggle; publications in top ML conferences such as NIPS, ICML, CVPR; and those passionate about the quantitative industry with self-motivation.

AlphaGrep Securities

Quantitative trading and market-making firm

About AlphaGrep Securities

AlphaGrep specializes in quantitative trading and investment by developing and executing algorithmic trading strategies. The firm uses advanced mathematical and statistical methods to analyze large amounts of financial market data, allowing it to identify and take advantage of small inefficiencies in the market. AlphaGrep operates on over 30 exchanges worldwide, trading across all asset classes and is recognized as a leading global market maker, ranking high in trading volume on various exchanges. Unlike many competitors, AlphaGrep focuses on creating value through innovation rather than imitation, constantly seeking new opportunities in the financial markets. The company's goal is to provide liquidity and efficient market-making services to a diverse range of clients, including institutional investors, while generating revenue through its proprietary trading strategies.

None, Hong KongHeadquarters
2010Year Founded
M_AND_ACompany Stage
Quantitative Finance, Financial ServicesIndustries
201-500Employees

Benefits

Wellness Program
Gym Membership
Paid Vacation

Risks

New algorithmic trading firms increase competition, threatening AlphaGrep's market share.
Regulatory scrutiny on high-frequency trading may raise AlphaGrep's operational costs.
Cyber-attacks on financial institutions could lead to data breaches for AlphaGrep.

Differentiation

AlphaGrep specializes in algorithmic trading across over 30 global exchanges.
The firm uses advanced mathematical techniques to exploit market inefficiencies.
AlphaGrep focuses on innovation, not imitation, in financial market exploration.

Upsides

AI-driven trading strategies enhance AlphaGrep's algorithmic capabilities.
DeFi platforms offer new opportunities for AlphaGrep in liquidity provision and arbitrage.
5G advancements accelerate AlphaGrep's ultra-low latency trading infrastructure.

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