Responsibilities:
- Portfolio construction and risk management of multiple prop trading strategies;
- Perform trading strategy research with primary focus on idea generation, data gathering ,model implementation and back-testing for systematic strategies with a focus on Chinese market;
- Collaboration with team members in order to foster intuitive ideas backed up by quantitative research.
Requirements:-
- MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline;
- Professional experience in a systematic trading environment (prop desk or hedge fund) with active track record generating a Sharpe of at least 2;
- Experience prop trading strategies (e.g. statistical arbitrary, long/short, factor investing) and various;
- Strong understanding of statistical concepts and proficient in programming language(e.g. Python, C++);
- Demonstrated ability to conduct independent research using large data sets.
