Top Chinese securities.
- Research, design, and implement quantitative trading strategies for fixed income cash and derivatives products;
- Conduct rigorous data analysis (historical/time-series, cross-sectional) to identify market inefficiencies, pricing anomalies and predictive signals;
- Collaborate with Portfolio Managers (PMs) to translate research insights into executable trading strategies, ensuring alignment with portfolio objectives;
- Partner with engineering/IT team to enhance data pipelines, trading infrastructure and execution algorithms. Continuously refine existing strategies based on market regime shifts, new data sources, or model feedback and trading systems.
- Master’s degree in Mathematics, Physics, or related STEM field;
- 3-5+ years of experience working in investment/trading strategy research environment. Preferably in fixed income;
- Demonstrated experience working with large datasets, programming skills, and proficiency in Python;
- Excellent communication skills, teamwork mentality, and ability to perform under pressure.