Job Responsibilities:
- Responsible for the research and development of stock factors and strategies, including but not limited to data cleaning, analysis of data and trading information, effective factor mining, model construction, and optimization of trading execution, with strategy directions including but not limited to factor-based, rule-based, and machine learning strategies;
- Track and replicate the latest research results from the academic and sell-side communities, extract strategies with optimization value for in-depth research;
- Assist in the development and maintenance of the programmatic trading system, and optimize and improve the database operation and maintenance system (database performance, data cleaning, data quality checks, etc.).
- Education: Full-time graduate or higher degree in related majors from domestic 985/211 universities or globally renowned universities (exceptional candidates from top universities may be considered for undergraduate degrees), in science, engineering, and related fields (mathematics, statistics, physics, communications, financial engineering, etc.);
- Experience: 1-3 years of experience in quantitative research, familiar with the development process of volume-price and fundamental strategies, familiar with the development of high, medium, and low-frequency factor mining, with a relatively complete system for the development, evaluation, and transformation of volume-price strategies;
- Skills: Possess solid knowledge of mathematical statistics, proficient in clustering, statistical analysis of large-sample market information data; proficient in at least one programming language (Python/MatLab/C++/C#), with a preference for those proficient in database management.
Job Responsibilities:
- Responsible for the research and development of high-performance network protocols and high-performance live trading architecture.
- Responsible for the development of the live trading system, including the integration of real-time market data and real-time order execution data.
- Responsible for the design, development, and maintenance of quantitative research platforms, risk control platforms, and trading platforms.
- Responsible for the development and maintenance of quantitative trading platform interfaces and related databases, interfacing with securities firms’ high-speed trading systems to ensure the stability of automated trading.
- Responsible for the research of trading strategies, regularly updating and iterating to improve the profitability and stability of strategies, and mining high-quality, low-correlation factors to provide more information gains for models.
- Preference for those with experience in deploying deep learning, machine learning quantitative strategies.
- Preference for those with experience in optimizing exchange interfaces, developing FPGA (market data interface) with Eclypsium, and optimizing exchange network protocols.
- Possess excellent mathematical, statistical foundations, and programming skills, proficient in C, C++, familiar with R, Python, and mainstream trading counter interfaces and related technologies.
- Bachelor’s degree or above, graduated from computer science, software engineering, automation, or other engineering disciplines, familiar with mainstream quantitative DataAPI, with 1-2 years of experience in trading system development or operations preferred.
- Passionate about financial derivatives and quantitative investment, meticulous, patient, with strong team spirit and problem-solving ability, good at research, and innovative. Proactive, responsible, with good psychological quality and financial professional ethics.