Quant Researcher, foreign equity

Salary
HK$1- HK$1 - Per Month
Location
Shanghai, China
Type
Permanent
Published
Apr 1, 2025
Ref
159339
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Core Responsibilities

  • Research and implement multi-factor models integrating fundamental, technical, and unstructured data

  • Develop ML-driven stock ranking systems using alternative datasets (satellite imagery, supply chain data, earnings call NLP)

  • Optimize portfolio construction with constrained risk models (Barra/APT frameworks)

  • Conduct regime-switching analysis to adapt strategies across market cycles

  • Collaborate with data engineers to build proprietary datasets from SEC filings/transcripts

  • Implement transaction cost models incorporating global equity market microstructure

     

    Essential Qualifications

  • Advanced degree (PhD/MS) in Financial Engineering, Computational Finance, or Applied Mathematics

  • 2+ years experience in:
    ✅ Equity factor development (value, quality, momentum, crowding)
    ✅ Portfolio optimization techniques (non-convex optimization, Bayesian shrinkage)
    ✅ Python quant stack (pandas, PyTorch, QuantLib, Alphalens)

  • Deep understanding of:
    ▶️ Equity derivative pricing and hedging
    ▶️ Corporate actions processing and adjustment methodologies
    ▶️ Global equity market structure (NYSE/NASDAQ/LSE/HKEX)

  • Track record of developing production-ready alpha signals (IC > 5%)

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