Quantitative Research Intern (Feature Mining)

About the Company

AlphaGrep is a quantitative trading and investment firm founded in 2010. We trade volume on Indian exchanges and have significant market shares on several global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

We are seeking an exceptional Quantitative Research Intern to help our trading team improve their infrastructure environment in our Shanghai office.

Roles & Responsibilities

1. Conduct intraday data analysis to explore mid- to high-frequency alpha factors from a time-series or cross-sectional perspective.

基于日内数据挖掘时序或横截面上的中高频 Alpha 因子。

1. Assist in building an automated factor discovery system, including factor generation, evaluation, and optimization processes.

协助构建股票自动化因子挖掘体系，实现因子生成、评价、优化的全流程。

1. Collaborate with the team to monitor and continuously improve factor performance in live trading.

配合团队跟踪因子的实际表现，并持续优化其在实盘中的应用效果。

Required Skills

• From a prestigious university, majoring in mathematics, statistics, physics, computer science, or other STEM fields.

国内外知名院校，数学、统计、物理、计算机等理工科专业背景。

• Solid foundation in mathematical statistics and rigorous research methodology, with strong analytical skills.

扎实的数理统计基础，严谨的研究方法，具有较强的独立思考能力。

• Proficient programming skills, especially in Python, and familiarity with Linux systems.

优秀的编程能力，熟练使用 Python，熟悉 Linux 系统环境。

• Highly self-motivated, with excellent teamwork and communication skills.

积极主动、具备较强的自我驱动力，同时拥有良好的团队合作意识与沟通协调能力。

• Detail-oriented, responsible, and capable of efficiently delivering results.

认真负责，工作踏实，具备高效完成任务的执行力。

Why You Should Join Us 

• Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.
• Transparent Structure. Our employees know that we value their ideas and contributions.
• Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
• Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees.