Quantitative Researcher (Equity Strategy Factors) at AlphaGrep Securities

Shanghai, Shanghai, China

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Not SpecifiedCompensation

Senior (5 to 8 years)Experience Level

Full TimeJob Type

UnknownVisa

Quantitative Trading, FinanceIndustries

Requirements

Master’s or doctoral degree in majors such as mathematics, physics, statistics, computer science, engineering, etc., from well-known universities (e.g., 985 or overseas renowned universities)
Familiar with the financial market and data
Ability to carry out scientific research and innovations with unique insights into the market
Solid coding foundation, strong engineering implementation skills, and self-learning ability. Proficiency in Python for financial data analysis and some experience in C/C++
Passion for the quantitative industry, strong self-motivation, and a clear direction for career development
Ready to embrace challenges, diligent, down-to-earth, rigorous, and meticulous, and have good communication and coordination skills
Real trading experience is preferred (personal account or strategy trading)

Responsibilities

Create factors and features on various frequencies in the A-share market, including but not limited to using volume-price, fundamental, and other derivative data
Conduct factor evaluations, analyze the effectiveness of intraday and interday factors and features under different strategy scenarios

Skills

Key technologies and capabilities for this role

PythonC++CQuantitative ResearchFactor CreationFinancial Data AnalysisStatisticsA-share Market

Questions & Answers

Common questions about this position

Is this position remote?

Yes, the position is fully remote.

What is the salary for this role?

This information is not specified in the job description.

What skills are required for this Quantitative Researcher position?

Candidates need a Master’s or doctoral degree in fields like mathematics, physics, statistics, or computer science; proficiency in Python for financial data analysis and experience in C/C++; familiarity with financial markets and data; and ability to conduct scientific research with unique market insights.

What is the company culture like at AlphaGrep?

AlphaGrep offers a fun work environment with curious engineers, mathematicians, and statisticians; a transparent structure valuing employee ideas; a relaxed flat organizational structure; and frequent activities like yearly offsites, happy hours, and corporate sports teams.

What makes a strong candidate for this role?

Strong candidates have advanced degrees from renowned universities, solid Python and C/C++ coding skills, financial market familiarity, research innovation abilities, passion for quant trading, and preferably real trading experience.

AlphaGrep Securities

Quantitative trading and market-making firm

About AlphaGrep Securities

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.

None, Hong KongHeadquarters

2010Year Founded

M_AND_ACompany Stage

Quantitative Finance, Financial ServicesIndustries

201-500Employees

Benefits

Wellness Program

Gym Membership

Paid Vacation

Risks

New algorithmic trading firms increase competition, threatening AlphaGrep's market share.

Regulatory scrutiny on high-frequency trading may raise AlphaGrep's operational costs.

Cyber-attacks on financial institutions could lead to data breaches for AlphaGrep.

Differentiation

AlphaGrep specializes in algorithmic trading across over 30 global exchanges.

The firm uses advanced mathematical techniques to exploit market inefficiencies.

AlphaGrep focuses on innovation, not imitation, in financial market exploration.

Upsides

AI-driven trading strategies enhance AlphaGrep's algorithmic capabilities.

DeFi platforms offer new opportunities for AlphaGrep in liquidity provision and arbitrage.

5G advancements accelerate AlphaGrep's ultra-low latency trading infrastructure.

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