We are a leading fintech company focused on developing systematic and quantitative investment strategies for global hedge funds, covering both USD- and RMB-denominated products. We are seeking highly motivated students and fresh graduates who are passionate about quantitative finance, machine learning, and financial markets.
Key Responsibilities - Assist in developing quantitative models and trading strategies based on large-scale financial datasets.
- Conduct research on machine learning, reinforcement learning, quantitative modeling, and statistical arbitrage strategies.
- Analyze and process market data across multiple asset classes, including futures and U.S. equities.
- Support backtesting, strategy evaluation, and performance optimization.
- Participate in quantitative research and development using Python and/or C++.
- Collaborate with senior researchers and portfolio managers on strategy research projects.
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