We are looking for a CTA Quant Researcher / Portfolio Manager based in Shanghai. The role focuses on systematic futures strategies in the Chinese markets and is open to both medium/low-frequency and high-frequency backgrounds.
Responsibilities:
Research and develop systematic futures/CTA alpha signals across liquid global futures markets;
Build models for signal generation, portfolio construction, risk allocation, and execution optimization;
Conduct backtesting, simulation, performance attribution, and robustness analysis;
Manage or contribute to live strategy performance and ongoing model improvement;
Work with global research, technology, execution, and risk teams.
职位要求
Requirements:
Strong quantitative background in math, statistics, physics, computer science, engineering, or related fields;
Proven experience in systematic futures, CTA, intraday futures, or futures HFT strategies;
Ability to develop original alpha signals beyond classic CTA frameworks;
Strong programming skills in Python/C++ or similar;
Deep understanding of futures markets, transaction costs, liquidity, execution, and risk;
Prior live trading or PM experience is highly preferred.
