Responsibilities：

• Analyze diverse datasets across equity/futures markets to identify quantifiable trading edges and discover actionable alpha signals within high/mid-frequency domains
• Conduct end-to-end research including alpha factor mining, model construction, backtesting, and strategy optimization
• Execute critical research initiatives supporting investment decision-making processes

Requirements：

• Bachelor's, Master's, or PhD degree in Statistics, Physics, Computer Science, Mathematics, or other quantitative field
• Fluency in Python for data analysis
• Passion for quantitative finance with strong analytical rigor, intellectual curiosity, and structured problem-solving capabilities.