Analyze diverse datasets across equity/futures markets to identify quantifiable trading edges and discover actionable alpha signals within high/mid-frequency domains
Conduct end-to-end research including alpha factor mining, model construction, backtesting, and strategy optimization
Execute critical research initiatives supporting investment decision-making processes
Requirements：
Bachelor's, Master's, or PhD degree in Statistics, Physics, Computer Science, Mathematics, or other quantitative field
Fluency in Python for data analysis
Passion for quantitative finance with strong analytical rigor, intellectual curiosity, and structured problem-solving capabilities.
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