- Develop and implement quantitative models and strategies for equity markets, focusing on alpha generation, portfolio optimization, and risk management.
- Conduct in-depth research on market dynamics, statistical patterns, and data analysis to identify profitable investment opportunities.
- Analyze large datasets using advanced statistical, mathematical, and programming techniques to extract actionable insights.
Collaborate with cross-functional teams, including portfolio managers, traders, and software developers, to ensure the seamless execution of quantitative strategies.
- Continuously monitor and refine models based on market conditions, performance metrics, and new data inputs.
- Stay updated with the latest trends and developments in quantitative finance and equity markets.
Job Requirements
**Preferred Qualifications and Skills:**
- **Educational Background:** A strong academic foundation in STEM fields (Science, Technology, Engineering, Mathematics) from leading Chinese universities is highly desirable. Advanced degrees (Master’s or PhD) in Mathematics, Statistics, Computer Science, Engineering, or related disciplines are preferred.
- **Experience:** Demonstrated experience in equity quantitative research, model development, and algorithmic trading. Familiarity with factor models, machine learning, or statistical arbitrage is a plus.
- **Technical Skills:** Proficiency in programming languages such as Python, R, MATLAB, or C++. Experience with data visualisation and handling large datasets is essential.
- **Analytical Thinking:** Strong problem-solving skills and the ability to approach complex challenges with logical reasoning and creativity.
- **Communication:** Excellent communication and teamwork skills to collaborate effectively with diverse stakeholders.
