Binance Accelerator Program - Quantitative Trading Strategy Algorithm
Job description
About Binance Accelerator Program
Who may apply
About the Role
Responsibilities
- Participate in the discovery, construction, and validation of trading factors, exploring effective alpha signals from multi-source data including market data, fundamental data, and on-chain data.
- Participate in the design and optimization of factor prediction models, applying machine learning and deep learning methods to enhance signal predictive power and stability.
- Participate in the design, backtesting, and validation of trading strategies, assisting with signal generation, portfolio construction, and risk control research.
- Participate in building the quantitative trading strategy pipeline, helping to streamline the R&D workflow from data, factors, and models to backtesting.
- Track frontier methods in quantitative and AI-driven trading, conducting exploratory research that combines the market characteristics of traditional equities and on-chain assets.
Requirements
- Current Master's or PhD student in Computer Science, Mathematics, Statistics, Financial Engineering, Physics, or a related field, with a strong quantitative foundation and programming skills, able to commit to stable weekly internship hours.
- Strong interest in quantitative trading strategies, familiarity with factor mining and strategy backtesting workflows, and a basic understanding of strategy return and risk.
- Proficient in Python, knowledgeable about ML/DL methods applied in quantitative scenarios, and experienced in handling financial time-series data.
- Understanding of trading mechanisms and data characteristics in at least one market (equities, futures, or other traditional financial markets; or crypto and on-chain assets).
- Strong learning ability and research enthusiasm, high initiative, and ability to continuously explore in a fast-iterating environment.
Nice to Have
- Course projects, competitions (e.g., quant competitions, Kaggle), or internship experience in quantitative research.
- Exposure to quantitative research across both traditional finance and on-chain markets (DeFi, CEX, DEX).
- Practical experience applying machine learning, reinforcement learning, or similar methods to financial data or trading scenarios.
- Publications, open-source projects, or personal research outcomes in finance or mathematical modeling.
Originally posted on Himalayas
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