We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across global equities market, with short-term strategies.

Key Responsibilities:

• Research and design alpha intraday strategies in global equities .
• Conduct data analysis, model training, signal validation and backtesting.
• Collaborate closely with portfolio managers and data engineers to implement and optimize trading models and portfolios.
• Monitor live strategy performance and continuously refine models for stability and capacity.

What You’ll Bring:

• PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline.
• 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
• Demonstrated abilit...