Quant Researcher - Chinese Commodities - A global quantitative hedge fund | 人才服务办公室

职位描述

A tier one global quant hedge fund is currently seeking a highly skilled Senior Quant Researcher to take on a permanent position in their team to work on cutting-edge research and modelling within the field of Chinese Commodities Alpha.

As the successful candidate, you will possess a strong background in Python programming, as well as experience in statistical analysis, mathematical tools, and techniques. You will be responsible for designing and implementing innovative strategies for generating alpha in Chinese Commodities (spot/future) and will be a key player in driving the future success of the team and the wider organization.

• A strong academic background with a Master's or PhD in Finance, Statistics, or a related quantitative field.
• At least 5 years of experience in quantitative research in the finance market.
• Proficient in Python programming.
• Demonstrated experience in alpha research and modelling.
• Familiarity with Chinese commodities and a strong understanding of spot/future basis, momentum, inventory, and volume models.
• Ability to explain modelling approaches clearly and articulate the pros and cons of in-sample and out-of-sample concepts.

This is a fantastic opportunity for an ambitious and talented individual looking to take their career to the next level. If you have a passion for finance and a desire to work with an industry leader, apply now and get ready to make your mark in this dynamic and exciting field.

Whether you are interested in the role described or exploring other opportunities, I welcome the chance to discuss your goals and aspirations. You can reach me directly at [email protected], and I look forward to hearing from you.