Quantitative Research Intern (Portfolio Optimization)

About the Company

AlphaGrep is a quantitative trading and investment firm founded in 2010. We trade volume on Indian exchanges and have significant market shares on several global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

We are seeking an exceptional Quantitative Research Intern to help our trading team improve their infrastructure environment in our Shanghai office.

Roles & Responsibilities

1. Participate in research and development of portfolio optimization, including multi-objective optimization, risk management, and dynamic adjustments.

参与投资组合优化的研究与开发，包括多目标优化、风险管理及动态调整等。

1. Assist in building and enhancing portfolio optimization systems, covering the entire process from data processing to optimization solution output.

协助搭建并完善组合优化系统，实现从数据处理到优化方案输出的全流程自动化。

1. Collaborate with the team to analyze and improve the performance of existing strategies, exploring methods to enhance the risk-return ratio.

配合团队分析和改进现有策略的表现，探索提升收益风险比的优化方法。

1. Stay updated on the latest portfolio optimization theories and technologies to support strategy development.

跟踪并研究前沿的组合优化理论和技术，为策略开发提供支持。

Required Skills

• From a prestigious university, with a background in mathematics, statistics, computer science, operations research, engineering, or other STEM fields.

国内外知名院校，数学、统计、计算机、运筹学、工程等理工科专业背景。

• Strong foundation in mathematical optimization and statistical analysis, with knowledge of linear and nonlinear optimization techniques.

扎实的数理优化与统计分析基础，熟悉线性规划、非线性优化等优化技术。

• Excellent programming skills, proficient in C++, with hands-on experience in optimization libraries such as Gurobi, CVXPY, or Mosek.

优秀的编程能力，熟练使用 C++，对常用优化库（如 Gurobi、CVXPY、Mosek）有实际经验。

• Familiarity with financial data processing; prior experience in asset allocation, quantitative strategies, or related projects is a plus.

熟悉金融数据处理，有资产配置、量化策略或相关项目经验者优先。

• Clear logical thinking, strong problem-solving skills, and a collaborative team-oriented mindset.

逻辑思维清晰，具备良好的问题解决能力和团队协作意识。

• Proactive, detail-oriented, and capable of fast learning with efficient execution.

主动负责，工作认真细致，具备快速学习和高效执行的能力。

Why You Should Join Us 

• Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.
• Transparent Structure. Our employees know that we value their ideas and contributions.
• Relaxed Environment. We have a flat organizational structure with frequent activities for all employees such as yearly offsites, happy hours, corporate sports teams, etc.
• Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees.