Quantitative Researcher Intern (Equity Strategy Factors)

Job Description

AlphaGrep is seeking a Quantitative Researcher Intern to join their team in Shanghai. AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income.

About the Role:

This role involves working within the A-share market, focusing on creating factors and features across various frequencies, utilizing volume-price, fundamental, and derivative data. The intern will also conduct factor evaluations, analyzing the effectiveness of intraday and interday factors and features in different strategy scenarios.

Responsibilities:

• Create factors and features on various frequency in the A-share market
• Conduct factor evaluations
• Analyze the effectiveness of intraday and interday factors and features under different strategy scenarios

Requirements:

• Master's or doctoral degree in mathematics, physics, statistics, computer science, engineering, or related fields from a well-known university.
• Familiarity with financial markets and data, with the ability to carry out scientific research and innovations.
• Solid coding foundation with strong project implementation and self-learning abilities.
• Proficiency in Python for financial data analysis and some experience in C/C++.
• Passion for the quantitative industry, strong self-motivation, and a clear direction for career development.
• Readiness to embrace challenges, diligence, rigor, and good communication skills.
• Real trading experience is preferred.

Why Join AlphaGrep:

• Trust-based team collaboration
• Great team members
• Transparent organizational structure
• Relaxed working environment
• Health and wellness programs