Responsibilities 1. Research and develop CTA strategies, including trend-following, momentum, volatility, and cross-asset models. 2. Collect, clean, and analyze large-scale cross-market datasets. 3. Design, implement, and maintain a backtesting framework to validate strategy robustness. 4. Collaborate closely with project managers to convert research findings into live trading signals. 5. Monitor and optimize existing models to enhance performance and stability. Qualifications 1. Bachelor’s degree or higher in Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a related field. Master’s or PhD preferred. 2. Solid foundation in statistics, probability theory, and time series analysis. 3. Proficient in Python or C++ for large-scale data analysis and research. 4. Familiar with CTA/quantitative strategies such as trend-following, momentum, and volatility models. 5. Strong problem-solving skills, logical thinking, and ability to work independently. Preferred Qualifications 1. Experience in quantitative research at a hedge fund, Commodity Trading Advisor (CTA), or systematic trading desk. 2. Familiarity with machine learning applications in time series forecasting or signal generation. 3. Knowledge of multi-asset and multi-market CTA frameworks.