1) Develop and maintain the quantitative system, including but not limited to backtest system, arbitrage system and algorithm trading system;
2) R&D support of high frequency quantitative models and algorithms;
3) On support call for any emergent situation regarding the system;
1. Master degree or above in statistics/mathematics/computer science/physics/finance from top tier universities;
2. Proficiency in Python and low latency multiprocessing programming;
3. Proficiency in financial investment and market insight, familiar with the common financial theories and quantitative models;
4. Proficiency in financial derivatives;
5. Responsible for the assigned duties;
6. Fluent written and speaking English;
1. Build and backtest CTA strategies.
2. Build and backtest technical models for mid to long term market trend prediction.
1. Bachelor degree or above in compputer science/engineering major, has strong sense of logical thinking and verification.
2. Familiar with financial markets and basic market sense, especially for technical trading.
3. Proficiency in python and corresponding stats packages is required.
4. Fluent English & Mandarin is required