full-time
Quantitative Researcher - Experienced Hires (CHINA)
Trexquant Investment LP
- Employer
- Trexquant Investment LP
- Location
- Beijing, Beijing, China
- Working pattern
- on-site
About the role
Design, implement, and optimize machine learning models to predict liquid asset movements using large financial datasets. Collaborate with the research team to develop market-neutral signals and refine systematic trading strategies through rigorous backtesting. Requires a BS, MS, or PhD in a STEM field and at least 3 years of experience in a systematic trading environment. Candidates must possess strong Python programming skills and a deep interest in machine learning applications for finance.