Quantitative Researcher
alphagrepsecurities
Shanghai
Posted Jul 14, 2021
- Other
- Quantitative Research & Trading
Job description
**About the Company:** AlphaGrep is a leading global quantitative trading firm specializing in algorithmic strategies across equities, commodities, FX, and fixed income. We hold significant market share internationally, powered by proprietary low-latency infrastructure and robust risk controls. AlphaGrep China is a dedicated RMB asset management platform focused on the Chinese market, serving institutional investors, family offices, and high-net-worth individuals. We leverage deep expertise in China’s equity and derivatives markets, together with AlphaGrep’s global quantitative research capabilities, to deliver diversified strategies targeting long-term and stable returns. **Responsibilities:** - Identify, maintain, and enhance trading strategies and business opportunities for our market making Algorithmic trading teams - Analyze trading performance and financial time series data with fundamental statistical theories - Use systematic and data-driven approach to automate trading strategies - Financial model construction, back-testing, maintenance and improvement - Collaborate cross-functionally with the technology team to understand, maintain, and improve our electronic trading system - Ability to manage risk and detailed knowledge of all risk procedures **Qualifications:** - Bachelors/Masters/PhD in STEM field from top-tier institutes (a must) - Familiarity with machine learning (a plus) - Experience with data analysis, market research and data modelling (a plus) - Brilliant problem-solving abilities - Programming experience, preferably in C++, Python (a must) - 2+ years past industry experience - A passion for new technologies and ideas - The ability to manage multiple tasks in a fast-paced environment - A working knowledge of Linux/Unix **Why You Should Join Us:** - **Great People.** We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals. - **Transparent Structure.** Our employees know that we value their ideas and contributions. - **Relaxed Environment.** We have a flat organisational structure with frequent activities for all employees such as yearly off-sites, happy hours, corporate sports teams, etc. - **Health & Wellness Programs.** We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees.