Quantitative Researcher - Intern / Experienced

About the Company

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: Internship (having opportunities to turn permanent) and experienced hiring

Location: Shenzhen, Shanghai

Job Description

Join our small, collaborative trading team as a Quantitative Research Intern, focusing on the research and development of systematic trading strategies. This internship offers hands-on experience in quantitative model development, data analysis, and risk factor research within a dynamic, technology-driven trading environment.

Outstanding performers may be offered the opportunity to transition into a full-time, permanent position upon successful completion of the internship.

What You Will Do

High-frequency data processing and statistical analysis:

Extract key features from high-frequency order book and trade data; collaborate with developers to synthesize mid- to low-frequency datasets.

Factor development and research platform design:

Develop intraday and mid-frequency predictive factors; work with the development team to design and improve research tools and factor generation, testing, and optimization processes.
Participate in the design and construction of a factor evaluation framework; integrate with modeling/backtesting systems to validate factor performance.

Risk factor research and modeling:

Conduct in-depth research on market risk models and develop risk factors based on existing data.
Model and forecast liquidity, volatility, and other potential risks to enhance portfolio risk management capabilities.

Requirements

Bachelor’s degree or above in Mathematics, Physics, Computer Science, or related quantitative disciplines from top-tier universities (985 or equivalent overseas institutions).
Strong foundation in mathematics, linear algebra, and statistics, with a deep understanding of probability and statistical analysis methods.
Proven experience in data processing and statistical research; familiarity with common data handling techniques.
Proficiency in Python and data analysis libraries such as NumPy, Pandas, and Scikit-learn.

Preferred Qualifications

Experience in quantitative trading.
Familiarity with machine learning models such as LightGBM, RNN, LSTM, or genetic algorithms.
Publications in top journals or conferences in statistics, applied mathematics, or computer science.
Awards in mathematics or physics competitions.

Why Join Us

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 the trading markets ecosystem and the latest market insight