Careers

First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible for the research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline — from factor discovery and strategy development through to backtesting and validation — while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financial engineering fundamentals and hands-on quantitative research experience, with the ability to independently drive projects and innovate in a fast-paced, research-driven environment.

Key Responsibilities

• Analyze multi-dimensional data across global equity markets (including China, the US, and Southeast Asia) to uncover quantifiable trading logic and build a multi-factor model framework centered on fundamental factors.
• Research and review cutting-edge academic literature; collect, analyze, and process equity fundamental data; conduct in-depth factor efficacy research including screening, construction, evaluation, and optimization; analyze factor stability, interpretability, and inter-factor correlations to support strategy enhancement.
• Develop quantitative strategies and optimize parameters; leverage backtesting and paper trading to continuously improve strategy adaptability, robustness across varying market environments, and long-term profitability.
• Oversee strategy risk management and backtesting analysis; apply risk models such as Barra for risk control; conduct strategy refinement and risk adjustment in response to evolving market conditions.
• Collaborate closely with data, technology, and trading teams to drive the efficient implementation and iterative optimization of quantitative strategies.

Qualifications & Requirements

• Bachelor's degree or above from a reputable domestic or international university in Financial Engineering, Computer Science, Mathematics, Statistics, Finance, or a related field; strong English reading and writing skills.
• 3–5 years of experience in quantitative strategy research; solid grounding in financial engineering, statistics, mathematics, and finance; deep understanding of multi-factor strategies with particular strength in fundamental factor construction and optimization; candidates with live trading experience preferred.
• Strong understanding of equity markets and market analysis capabilities; genuine intuition and interest in fundamental investing, with the ability to refine factors and strategies in response to market dynamics.
• Proficiency in at least one programming language (Python, R, C++, or MATLAB); strong data processing and modeling capabilities to efficiently implement, optimize, and backtest quantitative strategies.
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and write or present research findings in both languages.