WORLD

[BKHCM Career Fair 2017] – Công ty Worldquant VN

Data Software Engineering Intern

WorldQuant is a quantitative investment management firm founded in 2007 and currently has over 600 employees spread across more than 20 offices in 15 countries. We develop and deploy systematic investment strategies across a variety of asset classes in global markets, utilizing a proprietary research platform and investment process.

We are seeking Data Software Engineering Interns to help develop, maintain, and improve proprietary software to efficiently manage various types of financial market data and to facilitate quantitative investment research.

Job Responsibilities (including, but not limited to):

  • Pre-process and analyze financial market data
  • Build software systems that manage vast quantities of data efficiently and can facilitate effective quantitative analysis and research, and develop utility tools that can further automate the software development, testing and deployment workflow under the guidance of senior engineers
  • Develop python/perl/shell script to implement automation test cases with the help of senior engineers
  • Conduct data validation
  • Other tasks as assigned periodically by senior managers

Job Qualifications:

  • Hold or working toward a Bachelor’s degree or advanced degree from a leading university in Computer Science, Electrical Engineering or related areas
  • Able to work at least 3 days per week, for at least six months
  • Experienced in C/C++
  • Have a good command of report writing; and fluent in written English
  • Familiar with at least one script language such as bash, perl, python, shell, etc.
  • Familiar with Linux/unix
  • Web development experience is a plus
  • Related test experience is a plus
  • Be dedicated and self-disciplined with a strong work ethic and be willing to help others
  • Be proactive and possess good communication skills within a team environment

Position based in Hanoi, Vietnam or Ho Chi Minh City, Vietnam.

Quantitative Finance Research Consultant Program

Scope of Engagement (including, but not limited to the following):

We are seeking candidates with engineering, science, mathematics and finance backgrounds for part-time research consultant positions involving the creation of computer-based models that seek to predict the movements of worldwide financial markets. Candidates need not have prior knowledge of financial markets but must have a strong interest in learning about stock markets and financial markets.

Upon joining us, we will provide a series of quantitative finance training and seminars to offer you a chance to learn the fundamentals of quantitative finance and theoretical stock price movement prediction techniques.

We offer outstanding learning and earning opportunities, which include:

  • Performance-based compensation for successfully contracted consultants
  • Training classes and seminars about quantitative finance research and modeling
  • Access to our web-based simulation platform for developing quantitative financial models
  • An opportunity for candidates with engineering, science, mathematics and finance backgrounds
    to break into the financial industry

Qualifications:

  • Students, graduates or professionals with engineering, science, mathematics and finance backgrounds or any other related field that is highly analytical and quantitative
  • Strong interest in learning about worldwide financial markets
  • Basic understanding of English in order to register and navigate the platform

Locations:

Flexible and online. As a Research Consultant, you can use our proprietary web-based simulation platform to experiment with quantitative investment research at any time from any approved location so long as you have an internet connection.

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