Quantitative Researcher
YipitDataFull Time
Mid-level (3 to 4 years), Senior (5 to 8 years)
Key technologies and capabilities for this role
Common questions about this position
A master's or doctoral degree in mathematics, physics, statistics, computer science, engineering, or similar fields from top domestic or overseas universities is preferred.
Proficiency in Python for financial data analysis is required, with C/C++ experience being a plus. Experience with machine learning, deep learning, and data mining for strategy development is also essential.
AlphaGrep offers office positions in multiple cities, so on-site work is required for assessment and roles.
Candidates should have passion for the quantitative industry, strong self-motivation, a clear career direction, willingness to embrace challenges, diligence, rigor, meticulousness, and good communication skills.
Submit a bilingual Chinese and English version of your resume. They are hiring for internships and full-time roles in areas like machine learning and factor research, and will match you to suitable positions.
Quantitative trading and market-making firm
AlphaGrep specializes in quantitative trading and investment by developing and executing algorithmic trading strategies. The firm uses advanced mathematical and statistical methods to analyze large amounts of financial market data, allowing it to identify and take advantage of small inefficiencies in the market. AlphaGrep operates on over 30 exchanges worldwide, trading across all asset classes and is recognized as a leading global market maker, ranking high in trading volume on various exchanges. Unlike many competitors, AlphaGrep focuses on creating value through innovation rather than imitation, constantly seeking new opportunities in the financial markets. The company's goal is to provide liquidity and efficient market-making services to a diverse range of clients, including institutional investors, while generating revenue through its proprietary trading strategies.