工作职责：

1.独立或协助开发A股市场基本面选股策略；利用机器学习、AI算法等开发交易型策略；协助处理结构化或非结构化数据、文本数据，并在此基础上建模；
Develop and implement quantamental strategies; apply machine learning algorithms to generate trading strategies; analyze structured/unstructured datasets (e.g., text).
2.协助进行指数产品的设计与开发，指数基金产品研究与跟踪，基于指数产品的解决方案研究等；
Devise and develop index products; assist with index fund research and market analysis to deliver portfolio solutions.
3.独立或协助开发资产配置策略、行业/风格/主题配置策略、基金优选策略等；
Develop cross-asset allocation, sector-based/style/thematic allocation, and fund selection investment strategies.
4.完成团队分配的其他研究任务。
Assist with other routine and research work within the team.

任职资格：

1.2023年毕业国内外高校或科研院所硕士或博士研究生；
2023 postgraduates (Masters, PhDs) from domestic and overseas universities.
2.综合素质优秀、契合团队文化，有量化、指数及FOF实习经验及独立自主开发能力者优先；
Candidates who are well-rounded, accommodating team culture with prior quantitative, index and FOF research experience are preferred.
3.积极乐观，做事踏实勤奋，富有团队精神，具有良好的沟通协助能力和问题解决能力；
Positive, hardworking with strong teamwork, coordination and problem-solving skills.
4.探究欲极强，对研究富有兴趣和激情，拥有扎实的数理学习基础和较强的学术研究功底；
Self-motivated, research-oriented with solid mathematical skills and strong academic backgrounds.
5.在公司财务、计量经济、微观结构、数据科学、机器学习等方向有一定研究基础的应聘者将有加分；
Expertise in corporate finance, econometrics, market microstructure, data science and machine learning is a big plus.
6.精通Python、Matlab等编程语言，具备一定的项目开发经验，具有量化投研实习经验的应聘者将有加分。
Exceptional programming skills (e.g., Python, Matlab) with rich experience in development; proven experience in quantitative research is preferable.