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MM
S
School of Mechanical Engineering, Sichuan University
Chengdi,Sichuan, China
(on-site)
1 day ago
SU
Shantou University Medical College
Shantou, China
(on-site)
2 days ago
Eastern Institute of Technology, Ningbo, China
Ningbo, Zhejiang, China
(on-site)
2 days ago
A
The Hong Kong University of Science and Technology (Guangzhou)
Guangzhou, Remote / Other / Non-US, China
(on-site)
3 days ago
MM
https://hkust-gz.edu.cn/academics/four-hubs/society-hub/financial-technology
Guangzhou, China
(on-site)
4 days ago
JPMorganChase
China, China
(on-site)
4 days ago
The Hong Kong University of Science and Technology (Guangzhou)
Guangzhou, China
(on-site)
4 days ago
JPMorganChase
China
(on-site)
7 days ago
JPMorganChase
China
(on-site)
9 days ago
A
The Chinese University of Hong Kong, Shenzhen
Shenzhen, Guangdong, China
(on-site)
10 days ago
The Chinese University of Hong Kong, Shenzhen
Shenzhen, Guangdong, China
(on-site)
11 days ago
JPMorganChase
Shanghai, China
(on-site)
11 days ago
Duke Kunshan University
Kunshan, China
(on-site)
15 days ago
Job Function
Asset/Property Management
Description
Key Responsibilities- Research and develop alpha-generating trading signals using statistical, machine learning, and econometric techniques.
- Design, implement, and optimize high-frequency, mid-frequency, or low-frequency trading strategies across equities, futures, FX, or other asset classes.
- Conduct rigorous backtesting and performance analysis to evaluate strategy robustness.
- Work closely with technologists to deploy models into production.
- Continuously monitor and refine existing strategies to adapt to changing market conditions.
- Stay at the forefront of quantitative finance research, incorporating new methodologies into our investment process.
Qualifications & Skills
- Advanced degree (PhD or MSc) in a quantitative field (Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or related discipline).
- Strong background in probability, statistics, time-series analysis, and machine learning.
- Proficiency in Python, C++, or R for quantitative research and model development.
- Experience working with large datasets and high-frequency market data.
- Prior experience in quantitative trading, hedge funds, or proprietary trading is a plus.
- Strong problem-solving skills, creativity, and a passion for financial markets.
Job ID: 80906611
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