Responsibilities
- Research and implement statistical, factor-based, event-driven, or market-making strategies.
- Clean market data and build leakage-free backtesting and robustness tests.
- Evaluate slippage, fees, capacity, turnover, drawdown, and tail risk.
- Monitor live performance and identify discrepancies between research and execution.
- Collaborate with engineers to improve data, simulation, execution, and risk infrastructure.
Requirements
- Based in Hangzhou with at least 2 years of experience in quantitative research, systematic trading, or related fields.
- Proficient in Python, SQL, statistical methods, and time series analysis.
- Able to demonstrate a complete strategy process from hypothesis, data, validation, to live results.
- Understand overfitting, data leakage, market impact, and risk budgeting.
Work Arrangement
Remote (City/Region) — Hangzhou
