• 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 backtesting for systematic strategies with a focus on Chinese market;
• Collaboration with team members in order to foster intuitive ideas backed up by quantitative research.
• 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.