Company Overview
A global investment firm that develops and deploys systematic investment strategies across global markets. The firm utilizes a proprietary research platform to identify market inefficiencies and develop predictive investment signals (alphas). Research-driven and collaborative, the organization combines academic rigor with a results-oriented mindset.

Key Responsibilities
- Analyze diverse datasets to identify new alpha opportunities in financial markets
- Conduct research on -applying data-driven insights to investment strategies
- Develop high-quality predictive signals for quantitative investment models
- Transform data into mathematical expressions used as inputs for quantitative models
- Research and develop computer-based models aimed at predicting global financial market movements
- Explore innovative approaches to understanding and utilizing financial data

Qualifications
- Ph.D., M.S., or B.S. degree from a leading university in a quantitative or highly analytical field (e.g., Mathematics, Computer Science, Physics, Industrial Engineering, Financial Engineering, etc.)
- Strong academic record
- Proficiency in Python, C/C++, or other programming languages
- Excellent problem-solving skills and sound judgment with strong attention to detail
- Ability to work effectively in a collaborative, team-oriented environment
- Strong written and verbal communication skills in English

Preferred Profile
- Strong interest in finance and global financial markets
- Research-oriented mindset with the ability to think independently
- Self-motivated, creative, and persistent problem solver
- Ability to thrive in an environment focused on solving open-ended challenges

Location: Seoul, South Korea