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. 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.