Careers

About Us

We are a quantitative investment team dedicated to Fundamental Factor Investing. Unlike high-frequency trading, we focus on identifying long-term drivers of asset returns by combining deep fundamental logic (Macro, Industry, and Financial Statement Analysis) with advanced statistical methods.

We are looking for self-driven interns to join us in digging for alpha in massive financial datasets.

Key Responsibilities

You will work closely with senior researchers to support the entire lifecycle of factor production:

Data Engineering:

• Clean and normalize complex financial datasets (e.g., Point-in-Time financial reports, analyst consensus).
• Process alternative data sources using NLP or web-scraping techniques (e.g., sentiment analysis of earnings calls or news).
• Assist in standardizing data mapping for US/HK stocks to prepare for global strategy expansion.

Factor Replication & Construction:

• Replicate factors from top-tier academic papers (e.g., Journal of Finance) and sell-side quantitative reports.
• Construct proprietary fundamental factors, focusing on Valuation, Quality, Growth, and Momentum.

Performance Analysis:

• Conduct rigorous backtesting including IC analysis, group testing, and turnover analysis.
• Visualize factor performance and risk exposures using Python.

Tool Development:

• Maintain and optimize internal research tools and dashboards.

Qualifications

Education:

Currently pursuing a Master’s or PhD degree (outstanding undergraduates will also be considered) in Finance, Financial Engineering, Computer Science, Statistics, Economics, or related fields.

Technical Skills:

• Proficiency in Python (Pandas, NumPy, Scikit-learn) is a must.
• Experience with SQL and database management.
• Familiarity with visualization tools (Matplotlib, Seaborn, or Streamlit).

Financial Knowledge:

• Strong understanding of Accounting and Financial Statement Analysis.
• Understanding of basic multi-factor models (e.g., Barra).

Language:

Proficient in Chinese and English .