Quantitative Researcher (JQ Investments)
JQ Investments is a quantitative hedge fund based in Shanghai. Our strategies combine deep expertise in quantitative methods with industry-leading execution technology. By applying rigorous research and cutting-edge technology to markets, we have achieved years of outstanding track record.
Our team members are experts in statistics, economics and computer science with experience in leading academic and buy-side institutions from around the world. Together, we have built a trading and investment platform that combines the research framework, technical expertise and funding necessary to realize the myriad opportunities of the Chinese markets.
By joining us, you will enjoy a high-impact role with competitive compensation and soaring growth potential.
JQ Investments is a leading quantitative hedge fund based in Shanghai founded by graduates of Harvard University. Our algorithmic trading strategies combine deep expertise in statistical arbitrage with industry-leading execution technology in deep learning and time-series analysis. We apply a rigorous research process and high standards of software development to the highly dynamic local markets, and have years of outstanding track record.
Our team members are experts in mathematics, statistics and computer science, who have rich investment experience in domestic and foreign markets. We graduated from top universities globally, such as Harvard, Columbia, and Peking University, and work experience in leading hedge funds such as Citadel and AQR.
We provide you with a mature platform for strategy research, cutting-edge technical support, and financial resources. Joining us, you will enjoy a high-impact job with competitive compensation and soaring growth potential.
Responsibilities:
- Research and development of short and mid-term stock and futures strategies in Chinese market. Including but not limited to quantitative strategy, market neutral strategy, equity hedge, statistical arbitrage, event driven, CTA, Alpha etc.
- Asset management, and tracking and improvement of strategies in real-money trading.
Qualifications
- Background in a demanding quantitative field of study, such as mathematics, statistics, or computer science
- Proficient in statistical analysis, data modeling, deep learning, or time-series data.
- Mastery of Python, and at least one more tool from Matlab, R or Stata.
- Strong logical thinking and interpersonal communication skills.
To apply, please submit your resume to resume@alariss.com and note why you believe you'd be a good fit.