sub-PM - CTA

We’re helping a top Chinese multi-strategy hedge fund to expand its CTA team and are currently hiring quant researcher/sub-PM roles with experience working on ML CTA strategies or Global Futures.

The ideal candidate will need to be based in Beijing for at least 1 year, and then can be relocated to other offices in Shanghai, Hong Kong or Singapore, or even remote.

Responsibilities

• Enhance the diversity of strategies within the CTA team and develop new quantitative strategies.
• Experience with either commodity futures or equity index futures strategies is acceptable.
• Assist the Portfolio Manager with research and innovation in areas such as strategy portfolio construction and optimization.

Requirements

• At least 3 years of experience in CTA strategy research and development at a domestic or international quantitative investment firm, with a focus on intraday CTA strategies using machine learning.
• Master’s degree or above from a reputable university, with a background in a quantitative field such as Mathematics, Physics, Statistics, or Computer Science.
• Strong mathematical and analytical reasoning skills, with a solid understanding of probability, statistics, and related theoretical concepts.
• Strong programming skills, with proficiency in at least one of the following languages: Python, C, or C++.