岗位职责:
1. 基于机器学习、统计模型等量化方法,设计、开发和优化高效的统计套利、算法交易等量化交易策略。
2. 编写高性能、低延迟的交易执行系统,包括智能订单路由、风险管理模块等。
3. 优化现有量化交易系统架构,提高系统的稳健性、可扩展性和交易执行效率。
4. 与量化研究人员密切合作,将新的量化模型、算法有效整合至交易系统中。
5. 监控和分析交易系统的运行状态,持续优化性能表现。
6. 撰写技术文档,保证代码质量和系统维护性。
任职要求:
1. 计算机、金融工程、数学或相关专业本科及以上学历。
2. 精通至少一种量化交易相关编程语言,如C++、Java、Python等。
3. 扎实的算法设计、数据结构和机器学习等计算机科学基础。
4. 熟悉金融证券市场、期货、期权等金融产品及交易机制。
Quant Developer(Mandarin required)
Job responsibilities:
1. Design, develop and optimize efficient quantitative trading strategies such as statistical arbitrage and algorithmic trading based on quantitative methods such as machine learning and statistical models.
2. Write a high-performance, low-latency transaction execution system, including intelligent order routing, risk management module, etc.
3. Optimize the existing quantitative trading system architecture to improve the robustness, scalability and transaction execution efficiency of the system.
4. Work closely with quantitative researchers to effectively integrate new quantitative models and algorithms into trading systems.
5. Monitor and analyze the operating status of the trading system, and continuously optimize the performance.
6. Write technical documents to ensure code quality and system maintenance.
Job Requirements:
1. Bachelor degree or above in computer, financial engineering, mathematics or related field.
2. Proficient in at least one quantitative trading related programming language, such as C++, Java, Python, etc.
3. Solid computer science foundation in algorithm design, data structure and machine learning.
4. Familiar with financial securities market, futures, options and other financial products and trading mechanisms.