Quantitative Researcher (Medium-Low Frequency Equity)

Quantitative Researcher / Portfolio Manager (Medium-Low Frequency Equity)

Location: China mainland
Company: Leading China-based Quantitative Investment Firm

About the Role

We are seeking talented Quantitative Researchers (QR) and Portfolio Managers (PM) to join our team focused on medium-to-low frequency equity strategies across global markets. This is an exciting opportunity to work with one of China's top-tier quantitative firms in a dynamic, innovative environment.

Key Responsibilities

• Design, develop, and implement medium-to-low frequency equity strategies for China & global markets.
• Conduct rigorous research, back-testing, and optimisation to ensure robust performance.
• Collaborate with trading and risk teams to ensure smooth execution in live environments.
• Continuously explore new factors, signals, and cross-market opportunities.

What We're Looking For

• Advanced degree in Mathematics, Statistics, Computer Science, Financial Engineering, or related fields.
• Proven live trading experience is highly preferred.
• Strong programming skills (Python, C++, or similar) and familiarity with quantitative frameworks.
• Solid understanding of global equity markets; experience in multi-factor or cross-market strategies is a plus.
• Analytical mindset, problem-solving ability, and strong risk awareness.

Why Join Us?

• Competitive compensation package (Base + Performance Bonus).
• Inclusive culture and flat organisational structure that values innovation and collaboration.
• Global exposure and resources to support strategy development and execution.