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.