full-time
Quantitative Researcher
AAA Global
- Employer
- AAA Global
- Location
- Beijing, Beijing, China
- Working pattern
- on-site
About the role
Research and develop intraday alpha signals and statistical arbitrage strategies for China A-share equities, using market data, quantitative modeling, machine learning, and market microstructure analysis. Build realistic backtests, improve portfolio construction and risk management, implement strategies with trading and development teams, and monitor live performance, alpha decay, capacity, and execution quality. Candidates should have relevant experience in China A-share intraday trading or equity statistical arbitrage at a hedge fund or proprietary trading firm, including developing alpha signals for live strategies. They should understand A-share market microstructure and intraday data, be proficient in Python, have strong statistical, time-series, and machine-learning knowledge, and hold a degree in a quantitative discipline.