About the job
About Us
AlphaGrep is a premier global quantitative trading firm specializing in algorithmic strategies across various asset classes including equities, commodities, foreign exchange, and fixed income. With a significant market presence internationally, we leverage proprietary low-latency systems and stringent risk management frameworks to develop high-performance trading strategies.
In China, AlphaGrep operates as a dedicated RMB asset management platform, targeting institutional investors, family offices, and high-net-worth individuals. Our deep understanding of the Chinese capital markets, combined with our global quantitative research expertise, allows us to create diversified trading strategies aimed at achieving long-term, stable growth.
Responsibilities
- Conduct research on quantitative models, strategies, and asset management practices.
- Utilize data mining techniques, including machine learning and deep learning, to analyze historical data and develop investment models and strategies.
- Create new trading strategies based on alternative data sources and large-scale data mining techniques.
- Design, implement, and deploy trading algorithms effectively.
Qualifications
- Self-driven with strong research and innovative mindset, passionate about the quantitative finance industry, and eager to tackle challenges while testing ideas in real-market scenarios.
- Familiarity with financial markets and data; proficient in Python for financial data analysis; experience with C/C++ is a significant advantage.
- Practical trading experience, whether through personal accounts or strategy trading, will be considered a plus.
How to Apply
We are looking for candidates for both internship and full-time positions across various specializations, including machine learning and factor research. Our Talent Acquisition team will review your application to match you with the most suitable opportunities and will guide you through the recruitment process.

