Overview:
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by botheastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.
This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible forthe research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline - from factor discovery and strategy development through to backtesting and validation - while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financialengineering fundamentals and hands-on quantitative research experience, with the ability to independently drive projects and innovate in a fast-paced, research-driven environment.
Key Responsibilities:
- Analyze multi-dimensional data across global equity markets (including China, the US, and Southeast Asia) to uncover quantifiable trading logic and build a multi-factor model framework centered on fundamental factors.
- Research and review cutting-edge academic literature collect, analyze, and process equity fundamental data conduct in-depth factor efficacy research including screening, construction, evaluation, and optimization analyze factor stability, interpretability, and inter-factor correlations to support strategy enhancement.
- Develop quantitative strategies and optimize parameters leverage backtesting and paper trading to continuously improve strategy adaptability, robustness across varying market environments, and long-term profitability.
- Oversee strategy risk management and backtesting analysis apply risk models such as Barra for risk control conduct strategy refinement and risk adjustment in response to evolving market conditions.
- Collaborate closely with data, technology, and trading teams to drive the efficient implementation and iterative optimization of quantitative strategies.
Qualifications & Requirements:
- Bachelor's degree or above from a reputable domestic or international university in Financial Engineering, Computer Science, Mathematics, Statistics, Finance, or a related field strong English reading and writing skills.
- 3-5 years of experience in quantitative strategy research solid grounding in financial engineering, statistics, mathematics, and finance deep understanding of multi-factor strategies with particular strength in fundamental factor construction and optimization candidates with live trading experience preferred.
- Strong understanding of equity markets and market analysis capabilities genuine intuition and interest in fundamental investing, with the ability to refine factors and strategies in response to market dynamics.
- Proficiency in at least one programming language (Python, R, C++, or MATLAB) strong data processing and modeling capabilities to efficiently implement, optimize, and backtest quantitative strategies.
- Strong bilingual communication skills in Chinese and English able to read overseas research reports fluently and write or present research findings in both languages.
