Quantitative Researcher
Core
Develop and improve risk-parity and macro quantitative investment strategies across financial markets within the dedicated China research team, focusing on alpha generation, portfolio construction, and trade execution.
Role type
Quantitative Researcher (Macro/Risk Parity)
Builds
Risk-balanced allocation frameworks, risk models, correlation frameworks, volatility estimation, and return forecasting models for futures in the Chinese market.
Domain
Alternative Investment Management / Macro Finance / Chinese Markets
Deliverable
production ML models | product features
Required skills
Econometrics, statistical analysis, Python programming, risk parity portfolio construction, volatility modeling, derivatives and leverage instruments, macro and cross-asset dynamics, alpha signal research, futures trading
Preferred skills
LLMs, AI agents
Responsibilities
Identify new investment ideas and innovative data sources across macro themes and risk factors; gather and refine complex datasets for quantitative modeling; participate in research on risk-budgeting, dynamic leverage, and trading cost models; synthesize model outputs to drive portfolio decisions; communicate strategy rationale and performance attribution to internal stakeholders; present investment philosophy and risk management to external investors and distributors.
Seniority
Mid-level (2-5 years experience)