The company is looking to optimize its portfolio performance through quantitative research and risk control.
Requirements
- Deep understanding of portfolio optimization techniques, including mean-variance optimization, risk budgeting, transaction cost models, factor-neutral or dollar-neutral construction
- Deep intuition for portfolio-level risks: exposure to style/factor risk, sector risk, macro risk
- Understanding of real-time risk monitoring, drawdown control and stop-loss frameworks, scenario analysis / stress testing
- Strong grasp of data engineering and research infrastructure
- Experience with mid-frequency trading
Responsibilities
- Conduct alpha, risk, and transaction cost research
- Monitor portfolio performance and identify opportunities for alpha research and risk control
- Work with engineers to build portfolio simulation and analysis tools
- Build consolidated forecasts from individual signals
- Quantitative portfolio optimization
- Quantitative risk control and risk factor research
- Analysis and research on transaction costs and market impact
Other
- Commitment to the highest ethical standards
