As an Quant researcher, you’ll contribute to the firm’s Strategic Indices business by working closely with Traders, Structuring, and Technology. 

Job Responsibilities:

Responsible for developing and optimizing quantitative trading strategies, using mathematical models, statistical analysis, and machine learning algorithms to uncover market opportunities and improve investment returns; Analyze market trends and data patterns to identify potential trading opportunities and develop new quantitative trading strategies; Build strategy frameworks using mathematical models and machine learning algorithms (such as regression analysis, neural networks), and perform parameter optimization; Apply portfolio optimization techniques (mean-variance/risk parity/Black-Litterman) to construct stock portfolios; Explore the application of machine learning (graph neural networks/Transformer) and high-frequency signal processing in stock strategies.

 Required qualifications, skills, and capabilities: 

Bachelor's degree or higher in computer science, mathematics, statistics, physics, financial engineering or related fields, master's or doctorate preferred; Proficient in C++/Python, familiar with development in Linux environment, with experience in high-performance computing; Excellent teamwork and communication skills, able to work closely with quantitative researchers, traders and others. Fulfilment of all necessary licenses (or any other licenses / qualifications as required)  for carrying out regulated activities