Alphadyne Asset Management (“Alphadyne”) is an alternative investment management firm led by founding member and Chief Investment Officer Philippe Khuong-Huu. Investors include pension funds, insurance companies, asset managers, investment consultants and sovereign wealth funds. Alphadyne, launched in 2005, has offices in New York, London, Tokyo, Hong Kong, and Singapore.
Alphadyne pursues macro and fixed income relative value investment strategies in global interest rate, foreign exchange, equity, commodity and credit markets. Investments are made in both developed and emerging market countries. The firm’s activity is weighted to interest rate and foreign exchange markets and to execution via swaps, futures, options and cash instruments. Alphadyne seeks to generate superior risk-adjusted returns with low correlations to the main asset classes.
ABOUT THE TEAM
The Quantitative Portfolio Solutions (QPS) Team is responsible for the design, development, and implementation of the firm’s Quantitative Analytics and Artificial Intelligence platform. We are responsible for providing a consistent, state-of-the-art quantitative modeling experience to Investment, Strategy, and Risk functions across the firm and for acting as a conduit to effectively integrate front-office solutions into production workflows. We harness, analyze, and exploit data to generate actionable and meaningful insights. We combine technical and analytical expertise in financial markets, statistics, machine learning, and software development to support the firm’s goals of generating superior returns for our clients.
The QPS team seeks a Quantitative Researcher to join their ranks. The successful candidate will be responsible for building models that bring our ideas to life. Specific responsibilities include designing, implementing and managing financial models for valuation and risk management of various asset classes and performing advanced analytics on a variety of traditional and alternative data sets. The Quantitative Researcher will conduct independent research and is expected to have a solid grasp of code design and programming to translate research into quantitative library assets. The Quantitative Researcher will be an excellent communicator who will partner closely with technologists to design, develop, and test analytics tools for our internal clients.
The Quantitative Researcher is expected to contribute to the design and implementation of a flexible solution to institutionalize existing and future quantitative modeling tools at Alphadyne. This includes developing valuation models for various asset classes and designing data and computational models to organize, explore, and exploit heterogeneous, high-dimensional data sets in support of investment and operational processes. Small team size and a wide range of projects provide ample opportunity for successful candidate to make significant contributions to Alphadyne’s quantitative modeling assets. The successful candidate is expected to participate in design discussions, develop models, write code, and oversee integration into production systems. In addition, the role will involve interactions with various teams to gather requirements, provide updates, and assist in feature adoption.
• Ph.D. degree in Computer Science, Engineering, Statistics, Applied Mathematics, or related highly quantitative fields;
• Specialization in Financial Modeling with 3-5 years of experience working in a quantitative role;
• Excellent quantitative skills with demonstrated expertise in problem solving and independent research;
• In-depth general knowledge of mathematics, probability, and statistics;
• 3+ years of programming experience in Python and C/C++;
• Good grasp of code design best practices and object-oriented paradigms;
• Solid knowledge of general data structures and algorithms;
• Familiarity with time series modeling is a plus;
• Familiarity with big data modeling or working in a data-driven research environment is a plus;
• Familiarity with machine learning software environments is a plus (TensorFlow, Keras); and
• Excellent communication skills, ability to interact comfortably and constructively with groups of people of diverse focus within the firm
Compensation and benefits will be competitive and commensurate with a candidate’s qualifications and experience.
Interested applicants should submit a cover letter and resume to firstname.lastname@example.org with “Quantitative Researcher” in the subject line.
EQUAL OPPORTUNITY STATEMENT
Alphadyne is an equal employment opportunity employer. Employment is based solely upon individual merit and qualifications directly related to professional competence. Alphadyne strictly prohibits unlawful discrimination or harassment of any kind including discrimination or harassment on the basis of race, color, religion, sex, gender identity, sexual orientation, pregnancy, status as a parent, national origin, age, disability (physical or mental), family medical history or genetic information, political affiliation, military service, or any other applicable legally protected characteristics.