Job description
### **Core Mission**
You will be involved in the research and development of core AI quantitative strategies. By analyzing market data, you will assist the team in building and backtesting trading models, and support the transformation of research results into product features.
### **Key Responsibilities**
1. Participate in the development and backtesting of quantitative trading strategies based on machine learning and statistical methods.
2. Assist in analyzing and identifying effective trading factors from multidimensional data.
3. Proficiently use data analysis tools to support the analysis of user behavior and strategy performance, providing insights for product optimization.
4. Follow up on the initial implementation of models and collaborate with engineers to complete subsequent optimizations.
### **Qualifications**
1. Required:
1. Master's degree in financial engineering, computer science, statistics, or related fields.
2. Over 1 year of experience in buy-side/sell-side quantitative research or AI strategy development.
3. Proficient in `Python` and major data analysis libraries (`pandas, NumPy`).
4. Solid foundation in quantitative theory, understanding asset pricing models and backtesting methods.
5. College English Level 6 (CET-6) or equivalent.
2. Preferred:
1. Experience using machine learning frameworks (e.g., `PyTorch`).
2. Understanding of alternative data or Order Flow analysis.
3. Proficiency in Japanese or Korean or other less common languages.