Quantitative Research
- Alpha generation strategies
- Factor investing models
- Rigorous backtesting frameworks
- Signal vs. noise analysis
Tools: Python, R, MATLAB, Stata
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Algorithmic Trading
- Systematic trading strategies
- Machine learning signals (XGBoost, LSTM)
- Portfolio optimization
- Execution algorithms
Tools: Python, C++, SQL, TensorFlow
📉
Risk Modeling
- Value at Risk (VaR) calculation
- Stress testing scenarios
- Derivatives pricing
- Monte Carlo simulations
Tools: MATLAB, Python, R, Stata
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Market Microstructure
- Order flow analysis
- Transaction cost analysis (TCA)
- HFT pattern detection
- Liquidity assessment
Tools: SQL, Spark, Python, Power BI
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Portfolio Analytics
- Performance attribution (Brinson model)
- Style analysis and drift detection
- Risk-adjusted return decomposition
- Multi-factor analysis
Tools: Power BI, Python, R, Excel Advanced