Quantamental Research Intern

About Us We are a quantitative investment team dedicated to Fundamental Factor Investing. Unlike high-frequency trading, we focus on identifying long-term drivers of asset returns by combining deep fundamental logic (Macro, Industry, and Financial Statement Analysis) with advanced statistical methods. 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: Data Engineering 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. Factor Replication & Construction 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. Performance Analysis Conduct rigorous backtesting including IC analysis, group testing, and turnover analysis. Visualize factor performance and risk exposures using Python. Tool Development Maintain and optimize internal research tools and dashboards. Qualifications Education: 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. Technical Skills Proficiency in Python (Pandas, NumPy, Scikit-learn) is a must. Experience with SQL and database management. Familiarity with visualization tools (Matplotlib, Seaborn, or Streamlit). Financial Knowledge Strong understanding of Accounting and Financial Statement Analysis. Understanding of basic multi-factor models (e.g., Barra). Language Proficient in Chinese and English . Email Resume To us Back to list