We are looking for self-driven interns to join us in digging for alpha in massive financial datasets.

• Clean and normalize complex financial datasets (e.g., Point-in-Time financial reports, analyst consensus).
• Process alternative data sources using NLP or web-scraping techniques(e.g., sentiment analysis of earnings calls or news).
• Assist in standardizing data mapping for US/HK stocks to prepare for global strategy expansion.
• Replicate factors from top-tier academic papers (e.g., Journal of Finance) and sell-side quantitative reports.
• Construct proprietary fundamental factors, focusing on Valuation, Quality, Growth, and Momentum.
• Conduct rigorous backtesting including IC analysis, group testing, and turnover analysis.
• Visualize factor performance and risk exposures using Python.
• Maintain and optimize internal research tools and dashboards.