Index enhancement strategy researcher

Job Responsibilities

• Responsible for the end-to-end research of index enhancement strategy, covering multi-factor model construction, machine learning algorithm application, factor effectiveness validation, and dynamic weight optimization.

• Based on historical market data and real-time quotes, execute strategy backtesting, performance attribution, and risk analysis to ensure the strategy is robust and explainable.

• Collaborate closely with the quantitative development team to translate research results into executable algorithmic trading strategies, participate in strategy interface design and backtesting support.

• Continuously track global mainstream index compilation methods and market structure changes, and expand the adaptability strategy framework for multiple benchmarks such as Hong Kong stocks, A-shares, and cryptocurrencies.

• Regularly output strategy evaluation reports and technical documents, support investment decision-making meetings, and complete strategy audit preparation in accordance with compliance and risk management requirements.

Work requirements

• Hold a master's degree or above in mathematics, physics, statistics, computer science or related fields; bachelor's degree holders need to have outstanding quantitative practical achievements or top-level competition experience.

• Proficient in using Python for data processing, model training and strategy development, familiar with core tools such as NumPy, Pandas, Scikit-learn, XGBoost, etc., those with TensorFlow/PyTorch experience are preferred.

• Have more than three years of practical experience in quantitative strategy research, familiar with key stages such as Alpha factor mining, portfolio optimization, and transaction cost modeling; those with a well-known quantitative institution or hedge fund resume are preferred.

• Applicants with cryptocurrency market quantitative research experience are highly preferred, and they need to understand on-chain data, option volatility surface, stablecoin liquidity, etc. unique factor logic.

• Proficient in Cantonese, Mandarin and English, able to communicate and collaborate across teams in three languages; must be a permanent resident of Hong Kong, able to start immediately, and work full-time in the Central District.

Benefits

• Weekly five-day work schedule, working hours from 9 am to 6 pm, with one hour for lunch.

• Yearly bonuses based on individual performance and team results.