[量化公司] Researcher (Hybrid / 無須相關經驗 )

Key responsibilities:

As a Quantitative Researcher, you will analyse financial data, build predictive models and alpha signals, and support systematic strategy development.

• Conduct rigorous research to identify high-quality predictive signals (alphas) from large global financial datasets
• Collaborate with interdisciplinary teams to build mathematical, computer-based models for forecasting asset price movements
• Use advanced programming skills in C++ and Python to implement and test signal generation and research models
• Apply analytical thinking and creative problem-solving to uncover market inefficiencies and develop systematic strategies
• Contribute to a culture of continuous improvement by sharing insights and participating in team discussions and innovation
• Communicate research findings clearly in English, ensuring effective knowledge sharing across teams and stakeholders
• Support ongoing learning and training while integrating research outputs into broader, balanced investment strategies

Candidate profile:

To excel in this role, you bring strong academic and analytical skills, programming proficiency, finance interest, and a collaborative, communicative, and learning-oriented mindset.

• Degree (BEng, MSc, or PhD) in Mathematics, Computer Science, Physics, Electrical Engineering, or a related field from a top university with strong academic performance
• Strong academic track record, including high GPA and excellent grades
• Research-oriented mindset with curiosity, creativity, strong work ethic, perseverance, and self-motivation
• Proficiency in programming, especially C++ and Python, with openness to learning additional languages and tools
• Strong interest in global financial markets and systematic investing
• Excellent English communication skills, both written and verbal
• Prior quant research experience and/or a strong record of academic or research achievements (publications, presentations, awards) is a strong plus

About the company:

A global quantitative investment firm develops systematic strategies across asset classes and markets, leveraging proprietary research to generate predictive signals and exploit market inefficiencies through collaborative, data-driven investment research.

Keywords: quantitative research, systematic trading strategies, predictive signals, financial data, C++, Python, IT

What’s next:

Join a global quantitative team shaping data-driven investment strategies.