Contek is a proprietary quantitative trading firm specialising in the development and implementation of systematic, research-driven trading strategies. Our trading approach is founded on rigorous quantitative research, advanced mathematical modelling, and the in-house development of sophisticated trading technologies and infrastructure.
Our core team comprises graduates from leading universities, including Tsinghua University, the University of Oxford, and Imperial College London. Team members bring extensive professional experience from globally recognised quantitative trading firms and hedge funds, such as WorldQuant, GSA Capital, and Jump Trading, as well as leading technology companies, including Google, Meta, and Microsoft.
Since 2017, our founding team has accumulated extensive experience in quantitative trading, developing a deep understanding of financial market structures, trading dynamics, and systematic investment strategies. By combining expertise in quantitative research, technology, and risk management, Contek focuses on identifying market inefficiencies and capturing investment opportunities through proprietary trading models and advanced execution systems.
Work type: Permanent - Full time
Location: Shenzhen, Shanghai
Quantitative Researcher working as part of a small, collaborative trading team, focusing on the research, development, and implementation of systematic quantitative trading strategies.
Develop and optimize machine learning models for predicting future returns of assets.
Assist developers in building infrastructure for training and validating models.
Bachelor’s degree or higher in Mathematics, Physics, Computer Science, or related STEM fields with a strong academic background (from prestigious universities in China or well-known institutions abroad).
At least 2 years of research or practical experience in the field of machine learning.
Proficient in Python programming and familiar with common data structures.
Award-winning experience in Kaggle competitions.
Publications in renowned journals or conferences in Statistics, Applied Mathematics, Computer Science, or related fields.
Award-winning history in high school mathematics or physics competitions.
Working experience in Quantitative Trading Firms.
Competitive remuneration package and a meritocratic culture where accomplishments are rewarded
Dynamic and result-driven with a flat structure
Collaborative teams in an energetic and casual working environment
Excellent exposure to quantitative trading strategies, market dynamics, and industry insights.