Company Overview

PEACEBIRD Fund Management is a specialist investment firm focused on high-performance swing trading. We are seeking a Quant-Hybrid Intern to join our team. Unlike traditional quant roles that focus solely on black box models, you will work directly with the Portfolio Manager to refine and optimize a market-beating strategy rooted in trend following and asymmetric risk. You will be responsible for bridging the gap between historical data analysis and live market execution.

Core Responsibilities

Factor Engineering: Research and develop momentum, technical, and fundamental factors using S&P Capital IQ and Python/Excel. Focus on Synthetic RS and acceleration metrics.
System Optimization: Perform Walk-Forward Analysis on core setups to identify non-linear relationships and reduce noise in entry signals.
Performance Auditing: Maintain a rigorous Market Diary of all trades calculate MAE (Maximum Adverse Excursion) and MFE (Maximum Favorable Excursion) to refine stop-loss placement and profit-taking logic.
Risk Modeling: Develop and maintain volatility-adjusted position sizing models (ATR-based) to maintain a Thin Risk profile (Risk of Ruin 0.5% per trade).
Trade Execution: Execute trades in HK and US equity markets, ensuring minimal slippage and adherence to systematic entry triggers.
Market Intelligence: Monitor global news, earnings catalysts, and regulatory shifts to identify potential industry group rotations.

Qualifications & Skills

Domain Expertise: Deep familiarity with professional swing trading methodologies (e.g., VCP, CANSLIM, and Institutional Momentum).
Technical Stack: Expert-level Excel (Nested logic, Lambda, Array formulas). Proficiency in Python (Pandas, Scikit-learn) or SQL is highly preferred for data manipulation.
Quant Literacy: Absolute proficiency in calculating Expectancy, Profit Factor, and Sharpe/Sortino ratios without assistance.
Education & Experience: Bachelor's degree in a quantitative field (Finance, Math, CS). CFA/FRM is a plus. 1-3 years of active trading or research experience specifically in HK and US Markets.
Communication: Fluent in Mandarin and English to effectively communicate with stakeholders and analyze regional market data.

The Ideal Candidate

You are a Trader-Scientist. You understand that a backtest is only as good as its underlying logic. You possess the discipline to follow a system but the curiosity to use machine learning to find the hidden edges that others miss.

Quantitative Researcher Intern (Trading Systems & Strategy)

Intern, Quantitative Research