About

Quant researcher at AXE team, develops a Factor Factory that performs automated search for mutually orthogonal anomalies. It is responsible for providing quantitative insight for factor search and automating and optimizing the search/verification process. For a detailed description of Factor Factory, please refer to the file below.

🏭 Factor Factory

[Eng] Factor Factory

[Kor] Factor Factory.pdf

Job Description

• Automated search for orthogonal factors.
• Development on robust and quantifiable factor evaluation metrics
• Development and application of various algorithms such as AutoML / PBT / RL

Requirements

• Understanding and intuition about factor investing
• Proficient at processing financial data (time series, financial accounts)
• Intermediate or higher level Python, a basic understanding of CS and optimization
• Ability to refine ideas and experimentation

Preferential treatment

• Ability to understand and implement reinforcement learning
• AutoML / PBT
• Familiar with distributed computing
• Visualizing ability for experimental results