Job Responsibilities
- Conduct in-depth research and analysis of large-scale data to identify effective Alpha signals, optimize and iterate signal integration models, and enhance predictive capabilities.
- Develop and refine model strategies, assisting portfolio managers in constructing and optimizing investment portfolios to improve performance and increase strategy capacity.
- Monitor and enhance the real-time performance of quantitative strategies and regularly conduct performance attribution analysis for investment portfolios.
Qualifications
Educational Background:
A degree in Mathematics, Physics, Computer Science, Statistics, Operations Research, Electronics, Financial Engineering, or other related STEM fields from top universities.
Technical Skills:
- Proficiency in Python and/or C++ programming languages.
- Solid foundation, deep understanding, and practical experience in at least one of the following areas:
- Probability, Statistics, and Optimization: Including but not limited to stochastic processes, time-series analysis, and operations optimization.
- Data Science and Machine Learning: Including but not limited to data mining, recommendation systems, natural language processing, image recognition, and reinforcement learning.
Research Competence:
- Strong research mindset with a rigorous approach to problem-solving.
- Enthusiasm for tackling complex problems, with a proactive, self-driven attitude.
Languages
Preferred Qualifications (Bonus Points)
- Achievements in international mathematics or physics competitions with outstanding results.
- Publication of papers in top-tier conferences or journals in fields such as Computer Science, Statistics, or Operations Research.
- More than 3 years quantitative research experience in global quant fund or trading firms in high frequency areas.