量化策略分析師（初級/研究助理） Quantitative Analyst (Junior / Research Assistant)

團隊簡介

我們是一家位於香港的量化交易公司，專注於商品期貨、股指期貨及期權策略的研發。本崗位將直接向策略負責人匯報，深度參與由策略構思、回測驗證到績效分析的完整流程，是團隊重點培養的核心儲備人才崗位。

主要職責

• 策略實現與回測

  • 根據策略負責人提供的研究思路，獨立編寫 Python 代碼進行數據清洗、因子計算、策略回測及績效歸因分析。
  • 維護並優化現有回測框架，確保結果準確、可重現。

• 數據與因子研究

  • 收集、整理及預處理期貨與衍生品市場數據（包括 Tick、分鐘及日頻數據）。
  • 協助挖掘新阿爾法因子或交易信號，並進行統計顯著性與穩定性測試。

• 研究文檔與匯報

  • 系統記錄回測結果、參數敏感性分析及邏輯推導過程，撰寫清晰研究報告。
  • 定期向策略負責人匯報進展，並根據反饋快速迭代優化。

任職要求

學歷背景

• 數學、物理、統計、金融工程、電腦科學等相關專業，碩士或以上學歷。
• 畢業於海內外優秀高校（QS 前 100 或同等水平）。

技術能力

• 熟練使用 Python 進行數據處理與建模，精通 Pandas、NumPy，熟悉 Matplotlib／Seaborn 可視化。
• 熟練使用 Jupyter Notebook 或 VS Code 進行研究與代碼管理。
• 了解基本版本控制工具（如 Git）。
• 熟悉概率論、数理統計、時間序列分析等量化基礎方法。
• 了解金融基本概念（如收益率、波動率、夏普比率、最大回撤）。

加分項（非必須）

• 有量化競賽經驗（如 WorldQuant、Kaggle 金融類）並獲獎。
• 熟悉期貨／期權交易規則，或有模擬交易經驗。
• 熟練使用 SQL 進行數據庫查詢與管理。

軟性素質

• 執行力強，能高效將策略想法轉化為可運行代碼與清晰結果。
• 細節嚴謹，對數據精度與回測邏輯有嚴格自檢習慣（避免未來函數、倖存者偏差等）。
• 學習意願高，對量化交易充滿熱情，主動探索新品種、新模型。
• 溝通清晰，能以中文或英文清楚匯報研究成果與邏輯依據。

薪酬福利

• 薪資範圍：根據學歷、實習經歷及面試表現綜合評定。
• 績效獎金：參與策略團隊整體績效獎金分配（按個人貢獻度評定）。
• 簽證支持：公司協助辦理香港工作簽證（如適用）。

Team Overview
We are a Hong Kong-based quantitative trading firm specializing in the research and development of strategies for commodity futures, equity index futures, and options. This role will serve as a direct research assistant to the Head of Strategy, deeply involved in the end-to-end process—from idea generation to backtesting and validation—and is a core talent-development position within the team.

Key Responsibilities

1. Strategy Implementation & Backtesting

   • Independently develop Python code to execute data cleaning, factor calculation, strategy backtesting, and performance attribution analysis based on research ideas and trading logic provided by the Strategy Lead.
   • Maintain and enhance the existing backtesting framework to ensure accuracy and reproducibility of results.

2. Data & Factor Research

   • Collect, organize, and preprocess market data for futures and derivatives (including tick, minute, and daily frequency data).
   • Assist in discovering new alpha factors or signals, and conduct statistical significance and stability testing.

3. Research Documentation & Reporting

   • Systematically document backtesting results, parameter sensitivity analyses, and logical derivations into clear research reports.
   • Regularly present research progress to the Strategy Lead and iterate quickly based on feedback.

Qualifications
Required

• Education: Master’s degree or above in Mathematics, Physics, Statistics, Financial Engineering, Computer Science, or a related quantitative field from a top-tier university (QS Top 100 or equivalent).

• Programming Skills:

  • Proficient in Python for data processing and modeling, with strong command of Pandas and NumPy; familiarity with Matplotlib/Seaborn for visualization.
  • Experienced in using Jupyter Notebook or VS Code for research and code management.
  • Basic knowledge of version control tools (e.g., Git).

• Technical Knowledge:

  • Solid foundation in probability theory, mathematical statistics, and time-series analysis.
  • Understanding of core financial concepts (e.g., return, volatility, Sharpe ratio, maximum drawdown).

Preferred (Not Required)

• Award-winning experience in quantitative competitions (e.g., WorldQuant, Kaggle finance tracks).
• Familiarity with futures/options trading rules or hands-on experience with simulated trading.
• Proficiency in SQL for database querying and data management.

Soft Skills

• Strong execution ability: efficiently translate the Strategy Lead’s ideas into runnable code and clear results.
• Meticulous attention to detail: rigorously self-validate data accuracy and backtesting logic to avoid look-ahead bias and survivorship bias.
• High learning motivation: passionate about quantitative trading and eager to explore new instruments and models.
• Clear communication: able to articulate research findings and logical reasoning fluently in both Chinese and English.

Compensation & Benefits

• Salary: Commensurate with academic background, internship experience, and interview performance.
• Performance Bonus: Eligible for team-level performance-based bonus allocation (determined by individual contribution).
• Visa Support: Company will assist with Hong Kong work visa application (if applicable).