Work as a key member of the Quantitative Equity team, contributing to the research, enhancement, and development of systematic investment strategies and innovative stock-selection models within the Dynamic Equity Investment group

Primary Duties and Responsibilities

• Conduct alpha factor research for global equity strategies by developing innovative investment ideas and performing rigorous quantitative analyses
• Apply advanced statistical and modeling techniques—integrating financial intuition—to datasets of varying scale; enhance existing models and explore new, data-driven research topics
• Analyze global financial markets, along with industry-specific and macroeconomic data, to forecast business, sector, and economic trends that inform and support investment decision-making

Essential Skills and Qualifications:

• Advanced degree from a top-tier program in Finance, Economics, Data Science, or Computational Science & Engineering
• 2–5 years of research experience working with large datasets, leveraging advanced statistical, computational, and AI techniques, including machine learning, natural language processing (NLP), and large language models (LLMs)
• Strong theoretical and empirical understanding of alpha factor research, forecasting methodologies, and portfolio optimization techniques
• Proficiency in Python and SQL, with experience in data visualization and analytical tools
• Demonstrated innovation and creativity, with the ability to combine technical rigor with intuition and passion for markets and investing
• Exceptional written and verbal communication skills, with the ability to present complex ideas clearly and effectively
• Uncompromising integrity and a collaborative, team-oriented approach