We are looking for a CTA Quant Researcher / Portfolio Manager based in Shanghai. The role focuses on systematic futures strategies in the Chinese markets and is open to both medium/low-frequency and high-frequency backgrounds. Responsibilities: Research and develop systematic futures/CTA alpha signals across liquid global futures markets; Build models for signal generation, portfolio construction, risk allocation, and execution optimization; Conduct backtesting, simulation, performance attribution, and robustness analysis; Manage or contribute to live strategy performance and ongoing model improvement; Work with global research, technology, execution, and risk teams.
职位要求

Requirements: Strong quantitative background in math, statistics, physics, computer science, engineering, or related fields; Proven experience in systematic futures, CTA, intraday futures, or futures HFT strategies; Ability to develop original alpha signals beyond classic CTA frameworks; Strong programming skills in Python/C++ or similar; Deep understanding of futures markets, transaction costs, liquidity, execution, and risk; Prior live trading or PM experience is highly preferred.