Quantitative Researcher - Portfolio Optimization

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

Quantitative Researcher working as part of a small, collaborative trading team, focusing on the research, development, and implementation of systematic quantitative trading strategies.

What You Will Do

Portfolio optimization:

Research and enhance trading strategies using existing factors and return forecasts, and implement them in live trading.
Conduct backtesting based on tick-level data and participate in optimizing the backtesting framework.

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 strengthen portfolio risk management.

Who You Are

Bachelor’s degree or above from top domestic universities (985) or renowned overseas institutions, in Mathematics, Physics, Computer Science, or related STEM discipline
Solid foundation in mathematics, linear algebra, and statistics, with strong understanding of probability theory and statistical analysis methods.
Independent research experience in big data processing and statistical analysis, with familiarity in common data processing techniques and methods.
Proficiency in Python, along with data analysis libraries such as NumPy, Pandas, and Scikit-learn.

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 quantitative trading strategies, market dynamics, and industry insights.