Job description
Job Overview:
The Quantitative Strategy PM is responsible for full-chain investment management from research to live trading: defining strategy direction and research framework, leading the team to produce tradable Alpha and portfolio construction plans, and achieving stable, scalable live trading returns under strict risk control and trading cost constraints.
Job Responsibilities:
1. Strategy Development and Iteration: Define strategy direction and research framework, drive the implementation of factors/models/signals from research to tradable rules, and continuously iterate and optimize.
2. Portfolio Management and Risk Control: Manage positions, leverage, and risk budgets, conduct drawdown control, stress testing, and risk exposure monitoring to ensure return quality and controllable risk.
3. Execution and Trading Cost Optimization: Collaborate with the trading/execution team to optimize order and execution parameters, control slippage and impact costs, and improve live trading executability and backtest consistency.
4. Live Trading Management and Performance Attribution: Track strategy live performance, conduct return and risk attribution, identify deviation causes, and drive repairs and optimizations.
5. Launch and Operational Stability: Promote strategy launch, version management, and monitoring alerts, respond quickly to anomalies, and organize reviews to ensure stable strategy operation.
Qualifications:
1. Master's degree or above in a STEM field from a domestic 985 university or an international QS TOP 100 university (preferably in Computer Science, Mathematics, Physics, or Electronic Engineering).
2. Mature strategy research methodology with over 3 years of experience in proprietary trading at exchanges, high-frequency firms, or quantitative institutions.
3. Excellent engineering capabilities and implementation awareness: proficient in Python (common), familiar with collaboration methods between research and production; understanding of trading systems and data links.
4. Strong risk awareness and discipline: sensitive to drawdowns, liquidity, and tail risks, able to make stable decisions under pressure.
5. Profile Characteristics: Self-driven with strong communication and coordination skills, goal and results-oriented, able to drive cross-team implementation and take responsibility for outcomes.