full-time
Senior Portfolio Manager / Quantitative Researcher
Alexander Chapman
- Employer
- Alexander Chapman
- Location
- Shanghai, Shanghai, China
- Working pattern
- on-site
About the role
Jointly lead the development of proprietary equity medium-frequency statistical arbitrage strategies and own the end-to-end implementation of existing strategies. Research alpha signals across intraday to multi-day horizons and conduct computationally intensive quantitative research. A degree in statistics, mathematics, engineering, computer science, or a related field is required, along with at least three years of experience on a successful equities trading team, ideally in proprietary trading. Candidates should have a strong background in equity statistical arbitrage and strong analytical and mathematical skills; Python, Java, or C++ experience is preferred.