QUANTAMENTAL RESEARCH INTERN

We are looking for self-driven interns to join us in digging for alpha in massive financial datasets.

Key Responsibilities

You will work closely with senior researchers to support the entire lifecycle of factor production:

• Clean and normalize complex financial datasets (e.g., Point-in-Time financial reports, analyst consensus).
• Process alternative data sources using NLP or web-scraping techniques(e.g., sentiment analysis of earnings calls or news).
• Assist in standardizing data mapping for US/HK stocks to prepare for global strategy expansion.
• Replicate factors from top-tier academic papers (e.g., Journal of Finance) and sell-side quantitative reports.
• Construct proprietary fundamental factors, focusing on Valuation, Quality, Growth, and Momentum.
• Conduct rigorous backtesting including IC analysis, group testing, and turnover analysis.
• Visualize factor performance and risk exposures using Python.
• Maintain and optimize internal research tools and dashboards.

Qualifications

• Currently pursuing a Master’s or PhD degree (outstanding undergraduates will also be considered) in Finance, Financial Engineering, Computer Science, Statistics, Economics, or related fields.
• Final-year Master's students are preferred.
• Proficiency in Python (Pandas, NumPy, Scikit-learn) is a must.
• Experience with SQL and database management.
• Familiarity with visualization tools (Matplotlib, Seaborn, or Streamlit).
• Strong understanding of Accounting and Financial Statement Analysis.
• Understanding of basic multi-factor models (e.g., Barra).
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and present or write research findings in both languages.

Preferred Qualifications

• Experience with financial data vendors such as Wind, FactSet, Bloomberg.
• Knowledge of market rules and accounting standards.