Quantamental Research Intern: Build Fundamental Factors

We are a quantitative investment team dedicated to Fundamental Factor Investing. Unlike high-frequency trading, we focus on identifying long-term drivers of asset returns by combining deep fundamental logic (Macro, Industry, and Financial Statement Analysis) with advanced statistical methods.

We are looking for self-driven interns to join us in digging for alpha in massive financial datasets.

You will work closely with senior researchers to support the entire lifecycle of factor production:

• Clean and normalize complex financial datasets (e.g., Point-in-Time financial reports, analyst consensus).
• Process alternative data sources using NLP or web-scraping techniques (e.g., sentiment analysis of earnings calls or news).
• Assist in standardizing data mapping for US/HK stocks to prepare for global strategy expansion.