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This role is directed at graduates seeking a July 2026 start date. What you can expect: Kickstart your journey with a focused training program to quickly get you up to speed with our systems and processes.Gain hands-on experience in real-life research projects Enhance your analytical skills by working with large datasets provided by the company to uncover insights.Learn to prioritize key findings and turn them into actionable solutions.Take ownership of your ideas and contribute to innovative strategies from day one.Be part of an environment that encourages creativity, innovation, and exploration without boundaries.Why you should join us:Working at one of the most competitive quant trading firms in the crypto space.Engaging projects offering accelerated responsibilities and ownership.Great company culture emphasizing Meritocracy, Urgency, Team, Integrity and InnovationCompetitive compensationLocation and Onboarding RequirementTo ensure comprehensive onboarding and integration into our team, qualified overseas candidates will be required to attend the program at our HQ Taiwan office for a period of 12 months.Candidates are expected to onboard as batches, exact date will be further discussed

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform. WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement. Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models. WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering problem solver who is motivated by unsolved challenges. What You’ll Bring: Degree (BEng, MSc and PhD) from a top university in a field, such as: Mathematics, Computer Science, Physics, Electrical engineering or equivalent High GPA and academic grades Research mentality: deep thinker, creative, strong work ethic, persevering, smart a self-starter Programming skills – C++ and Python predominantly, but newer skills welcomed too Strong interest in learning about worldwide financial markets Strong communication skills in English – including both written and verbal As a plus: While not required, a strong interest in financial markets will definitely be beneficial. Prior experience in quant research will count as a big plus Strong record of research achievement – examples include scientific publications, conference presentations, grants or industry awards By submitting this application, you acknowledge and consent to terms of the WorldQuant Privacy Policy. The privacy policy offers an explanation of how and why your data will be collected, how it will be used and disclosed, how it will be retained and secured, and what legal rights are associated with that data (including the rights of access, correction, and deletion). The policy also describes legal and contractual limitations on these rights. The specific rights and obligations of individuals living and working in different areas may vary by jurisdiction. Copyright © 2025 WorldQuant, LLC. All Rights Reserved.WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.

Role OverviewWe are seeking an experienced Machine Learning Researcher to join our research team. This role requires expertise in designing and deploying deep learning models within high-performance, low-latency trading systems. You will be working on developing robust, scalable models and integrating them into our trading infrastructure.Responsibilities Data Analysis Preprocessing: Understand and preprocess orderbook data.Deep Learning Model Design: Design models for time-series and orderbook data (Transformers, RNNs, CNNs, Attention).Scalable Training Implementation: Implement parallelized data loading pipelines.Feature Engineering: Develop and optimize orderbook features using C++.Backtesting Evaluation: Conduct rigorous backtesting across markets.Production Integration: Deploy models into real-time, low-latency systems.

About BTSE:彼特思方舟 is a specialized service provider dedicated to delivering a full spectrum of front-office and back-office support solutions, each of which are tailored to the unique needs of global financial technology firms. 彼特思方舟 is engaged by BTSE Group to offer several key positions, enabling the delivery of cutting-edge technology and tailored solutions that meet the evolving demands of the fintech industry in a competitive global market.BTSE Group is a leading global fintech and blockchain company that is committed to building innovative technology and infrastructure. BTSE empowers businesses and corporate clients with the advanced tools they need to excel in a rapidly evolving and competitive market. BTSE has pioneered numerous trading technologies that have been widely adopted across the industry, setting new benchmarks for innovation, performance, and security in fintech. BTSE’s diverse business lines serve both retail (B2C) customers and institutional (B2B) clients, enabling them to launch, operate, and scale fintech businesses. BTSE is seeking ambitious, motivated professionals to join our B2C and B2B teams.ResponsibilitiesDesign, research, and validatesystematic alpha factorsacross price, order book, funding, flow, and microstructure dataBuild and maintain astructured alpha research pipeline(data → feature → signal → evaluation → iteration)Conduct factor analysis includingIC, IR, decay, stability, regime sensitivity, and turnover analysisCollaborate with engineering teams to ensureresearch outputs are production-readyContinuously iterate and improve existing alpha signals, even if historical performance has decayedExploreAI-assisted research workflowsfor factor generation, feature selection, and hypothesis exploration (bonus)Requirements3+ years of quantitative research experiencein systematic trading, alpha research, or related fieldsStrong proficiency inPython, with hands-on experience usingJupyter Notebookas a primary research environmentSolid understanding of theend-to-end alpha research process, including: Data cleaning normalization, Feature engineering, Factor construction, Signal evaluation validation.Have built and operated acomplete alpha research framework(personal or professional)Proven experience discovering alpha factors withstrong historical predictive power, e.g.: 1.Information Coefficient (IC)consistently above0.05–0.1on daily frequency or higher IC on lower-frequency signals with reasonable stability (factors that later decayed are acceptable, as long as the original research process was sound)Strong analytical thinking and ability to explainwhy a factor works, not just that it worksNice to haveExperience usingAI / ML models(e.g. tree models, neural networks, representation learning) for alpha researchHands-on experience withlocal deployment of AI models(not just calling APIs)Familiarity with AI-assisted factor discovery workflows (feature generation, signal screening, regime detection, etc.)Background in crypto, derivatives, or high-frequency / microstructure-driven markets#LI-MC1

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and financial strategies – the foundation of a balanced, global investment platform. WorldQuant is built on a culture that pairs academic sensibility with accountability for results. Employees are encouraged to think openly about problems, balancing intellectualism and practicality. Excellent ideas come from anyone, anywhere. Employees are encouraged to challenge conventional thinking and possess an attitude of continuous improvement. Our goal is to hire the best and the brightest. We value intellectual horsepower first and foremost, and people who demonstrate an outstanding talent. There is no roadmap to future success, so we need people who can help us build it.The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models. WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher focusing on Quant Macro signals research. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets, specialized in futures contracts or Macro asset classes – Commodities, FX, Interest Rates, or Equity Indices. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges. What You’ll Bring: Degree (BEng, MSc and PhD) from a top university in a field, such as: Mathematics, Computer Science, Physics, Electrical engineering, Financial Engineering that is highly analytical or equivalent Expertise in the typical quantitative research toolkit: data processing, modeling, and visualization in python, R, or C++ Experience with futures contracts or Macro asset classes – Commodities, FX, Interest Rates, or Equity Indices–is not required, but is a significant plus. High GPA and academic grades Research mentality: deep thinker, creative, strong work ethic, persevering, smart a self-starter Strong interest in learning about worldwide financial markets Strong communication skills in English As a Plus: Strong record of research achievement – examples include scientific publications, conference presentations, grants or industry awards By submitting this application, you acknowledge and consent to terms of the WorldQuant Privacy Policy. The privacy policy offers an explanation of how and why your data will be collected, how it will be used and disclosed, how it will be retained and secured, and what legal rights are associated with that data (including the rights of access, correction, and deletion). The policy also describes legal and contractual limitations on these rights. The specific rights and obligations of individuals living and working in different areas may vary by jurisdiction. Copyright © 2025 WorldQuant, LLC. All Rights Reserved.WorldQuant is an equal opportunity employer and does not discriminate in hiring on the basis of race, color, creed, religion, sex, sexual orientation or preference, age, marital status, citizenship, national origin, disability, military status, genetic predisposition or carrier status, or any other protected characteristic as established by applicable law.

Quantitative Research Summer Analyst This is an onsite internship based in Taipei and is not eligible for immigration/visa sponsorship. Full-time commitment is required for the duration of the internship. What can you gain from the internship? As a Summer Analyst Intern, you will be embedded within a trading team and work closely with experienced quantitative researchers and traders. You will contribute to real, production-relevant research projects while gaining hands-on exposure to quantitative trading workflows. Your work will directly support strategy development, trading decisions, and system performance. Top-performing summer analysts could earn a return offer to the QR Graduate Program! What You’ll Do Begin with a structured onboarding and training program to help you quickly get familiar with our systems, tools, and workflowsWork hands-on on real research projects, with guidance from experienced researchers, gaining practical exposure to applied quantitative researchAnalyze large-scale datasets to uncover meaningful patterns and generate insightsLearn how to distill complex analyses into clear, prioritized takeaways and translate them into actionable solutionsTake ownership of your ideas and contribute to strategy development from an early stageJoin a collaborative environment that values curiosity, experimentation, and learning, with support available when you need it

Job Description We are looking for an intelligent, motivated, and highly organized Personal Assistant. This role will provide secretarial, confidential, and professional support (accounting preferred) to the C-level executives, streamlining their personal and professional lives. The position requires strong organizational skills, a service-oriented mindset, and flexibility to handle diverse challenges. As a dedicated and diligent Personal Assistant, you will understand executive preferences, learn their thought processes, and develop problem-solving skills. This role will report directly to the executives. Responsibility Handle a wide range of personal or family-related mattersManage expense claims, calendar arrangements, logistical support, and book and arrange domestic or international travelEffectively prioritizes the needs of the executive follows up on ongoing activities and processes, and provides reminders of deadlinesResearches and assembles information and materials on a wide range of topics, including but not limited to business, tax, and law-related matters (such as relevant policies, procedures, and regulations), presenting findings and recommendationsCoordinate with internal and external parties, liaising between agencies, government departments, and entities outside the organizationAssist with other support needs

We are looking for a highly organized Operations Assistant to support the Operations Associate in driving key initiatives and ensuring smooth day-to-day execution across the organization. This is a mid-level administrative role that requires strong attention to detail and adaptability in a fast-paced environment. ResponsibilitiesSupport the account opening process across global banks, brokers, and digital asset platforms by preparing required documents and coordinating internal inputsAssist in managing annual compliance tasks for offshore entities and trading venues to help ensure smooth operationsEnsure documentation and data are accurately filed, securely stored, and easily retrievableTrack project progress and provide clear, concise status updatesHandle administrative tasks such as preparing expense claims and arranging couriersPerform data entry, manage filing systems, and maintain internal records with accuracyCoordinate with other departments on routine operational tasksConduct research and information gathering to support decision-makingProvide other ad-hoc administrative support as assigned

Job Overview OneSavie Lab是一個結合 Web3與AI科技的頂尖實驗室，致力於為Web3 生態系統以及眾多參與者提供先進的智能風險監控和管理工具，包括中心化和去中心化的多元策略選擇。 OneSavie Lab的核心使命是為投資者、機構和其他虛擬資產領域的利益相關者提供全方位的支持。從代幣風險監控、資產情報分析，到Web3的風控諮詢，我們都能提供專業、精確的服務，在新興領域為客戶護航。 OneSavieLab 在招募員工時，無論是哪一個職位，我們都不斷尋找能在信任、願意接受反饋、勇與改變和熱衷了解加密貨幣的文化中和我們一起茁壯成長的夥伴。 How to apply Please apply this position through 👉https://grnh.se/a4f5d2d84usIt will help us process your applications faster! Responsibilities 在這個實習中你將與我們的產品負責人、產品設計師與工程師搭檔，優化我們的 Web3 產品線，為全球的監管單位與機構提供更好的支持。協助進行市場資料收集與團隊背景調查的AI自動化，為營運團隊提供支援。進行資料蒐集與整理工作，執行Web3項目風險分析，並與業務團隊緊密合作。發起、分析、建議、啟動和維護應用程式產品。與來自產品、工程、設計、數據和營運跨職能利害關係人有效協作，將想法變為現實。

🚀Over 20 years of multinational team experience, with members spread across Europe, America, and Taiwan.🚴‍♀️ Annually salary adjustment and promotion system.🤝Working closely with Director and R&D Engineers.🔨Designing cybersecurity solution.Working Visa supported.