What you will be doing Develop and improve risk-parity and macro quantitative investment strategies across financial markets within the dedicated China research team. Take ownership of the full investment lifecycle - from alpha generation and portfolio construction through to trade execution and implementation - with a particular focus on risk-balanced allocation frameworks across asset classes. Work closely with team members to create and support strategies by:
• Alpha Generation & Strategy Development: Identify new investment ideas and innovative data sources across macro themes, asset classes, and risk factors relevant to risk-parity frameworks.
• Data & Modeling: Gather and refine complex datasets; apply statistical analysis and quantitative modeling to build and improve risk models, correlation frameworks, volatility estimation, and return forecasting models central to risk-parity construction.
• Portfolio Construction & Implementation: Participate in research on risk-budgeting methodologies, dynamic leverage, diversification, and rebalancing strategies, as well as trading cost models and execution optimization.
• Interpretation & Decision-Making: Synthesize and interpret model outputs to drive portfolio decisions, with the ability to clearly communicate the rationale, risk exposures, and performance attribution of strategies to internal stakeholders.
• External Representation: Serve as a credible and articulate spokesperson for the strategies externally - engaging with investors and distributors to present investment philosophy, portfolio construction logic, performance, and risk management compellingly and transparently. Key competencies
• Advanced degree in Computer Science, Statistics, Mathematics, Finance/Economics or related quantitative field from a top-tier institution
• Passion in investment research with strong intuition and the ability to think-out-of-the-box; strong record of original research and demonstrated problem solving ability
• Excellent quantitative skills from training in econometrics or statistics, and extensive experience in utilizing those skills in empirical research. Practical exposures to LLMs and AI agents a plus
• Strong programming skills analyzing large and complex data with statistical tools (Python)
• Proficiency in risk parity portfolio construction, volatility modeling, derivatives and leverage instruments; knowledge of macro and cross-asset dynamics in China
• Confident communicator, able to explain complex ideas in simple terms to both external and internal stakeholders
• 2-5 years of experience in researching and live trading alpha signals for futures in Chinese market