Greenland Investment Management - Quantitative Researcher

Responsibilities:

- Building deep fundamental understanding of arbitrage relationships between securities

- Researching automated arbitrage trading strategies using a range of historical fundamental data, price and volume inputs

- Researching portfolio construction and risk allocation techniques

- Back-testing ideas using historical tick-by-tick data

- Implementing promising strategies into the live market in our low latency environment

- Evaluating strategy performance, making improvements and scaling up successful strategies

- Responsible for the end-to-end PNL and risk management of the strategy

Skills Needed:

An ideal candidate will have the following skillset:

- Top performer with a computer / electrical engineering degree from a top-tier institution

- Strong programming ability in Python