Job Description:

1.Research, develop, and maintain trading algorithms across various markets, understanding and mastering cutting-edge algorithmic ideas, trading rules, and execution methods;

2.Utilize multi-dimensional financial market data to establish algorithmic trading models through statistical analysis;

3.Integrate with trading infrastructure to assist in the implementation and deployment of trading algorithms;

4.Continuously track execution performance, assess opportunities for improvement, and reduce market impact costs and losses;

5.Collaborate with core developers and quantitative researchers to monitor daily trading performance.

Job Requirements:

1.Master's degree or above from a renowned domestic or foreign institution in Computer Science, Mathematics, Physics, Statistics, Financial Engineering, or related technical fields;

2.Over 2 years of work experience with relevant experience in algorithmic trading research or development, familiar with common algorithmic trading models, and have an in-depth understanding of market microstructure;

3.Proficiency in C++/C or Python, with experience in low-latency execution algorithms and system development design preferred;

4.Familiarity with at least one branch of machine learning (such as statistical learning, deep learning, reinforcement learning, combinatorial optimization, etc.);

5.Meticulous and rigorous work style, good team collaboration skills, ability to work in a fast-paced and high-pressure environment, passion for technology, willingness to research, and strong learning ability.

Job Description:

Utilize the company's factor pool to create alpha prediction models without any tool restrictions, providing models with low correlation to existing models.

Job Requirements:

1.Proficiency in traditional linear and non-linear models or unique understanding of deep learning or reinforcement learning.

2.Completion of at least one medium-scale project.

3.Master's or Ph.D. in Computer Science, Mathematics, Statistics, or related fields.

4.Strong learning ability, self-motivation, business understanding, and problem-solving skills.

Job Description:

1.Deeply mine various data from stock and futures markets to extract effective information for writing CTA, stock Alpha, and T0 factors;

2.Use machine learning and deep learning backtesting frameworks to test factors, analyze model reports, and verify the effectiveness of factors;

3.Assist PM in developing trading strategies, perform strategy backtesting and parameter tuning, summarize patterns, and provide effective strategy recommendations and research reports;

4.Maintain the research platform, track transaction slippage, and statistics of various indicators of live strategies.

Job Requirements:

1.Master's degree or above from a domestic or foreign key university in Mathematics, Physics, Computer Science, Financial Engineering, or a composite major highly related to quantitative analysis and quantitative trading;

2.Excellent programming skills, proficient in Python/C++, familiar with SQL databases;

3.Solid foundation in mathematics and statistical theory, strong sensitivity to data, and in-depth practical research experience in machine learning and related fields is preferred;

4.Passion for quantitative investment, intention to develop long-term in the quantitative industry, team spirit, focus, and strong learning ability.

5.Familiar with the trading rules of various financial products, with over one year of work/internship experience in the quantitative industry is preferred.

Job Description:

1.Use machine learning methodologies based on historical trading data to find trading patterns and assist in trading decisions;

2.Complete other tasks assigned by superiors.

Job Requirements:

1.Master's degree or above from a renowned domestic or foreign institution in Computer Science or related fields, with research topics in deep learning or reinforcement learning during graduate studies, with a solid theoretical foundation;

2.Must have practical experience, with research topics that are highly advanced and practical and related to this position, or have valuable internship experience (the value of internship experience is the main assessment indicator);

3.Creative and insightful, willing to create, not confined to textbooks, able to think independently and discover and solve problems in practice.

Job Description:

1.Research and develop quantitative trading strategies for overseas equity markets；

2.Use statistical and machine learning techniques to analyze large amounts of financial data and identify effective market signals；

3.Build and maintain quantitative models, conduct backtesting, and optimize them；

4.Collaborate with the trading team to monitor the performance of quantitative strategies and adjust strategies according to market changes；

5.Stay updated with the latest quantitative research techniques and market dynamics, continuously improving research methods and strategies.

Job Requirements:

1.Master’s degree or higher from a prominent domestic or international university, with a background in mathematics, physics, computer science, financial engineering, or a related interdisciplinary field such as quantitative analysis or quantitative trading；

2.Familiarity with overseas markets (Japan/Taiwan/Hong Kong) trading rules and extensive trading experience; more than 3 years of experience in overseas quantitative hedge funds is preferred；

3.Excellent programming skills, proficient in Python/C++, and familiar with SQL databases；

4.Solid foundation in mathematics and statistical theory, strong sensitivity to data, and in-depth practical research experience in areas such as machine learning is a plus；

5.Passion for quantitative investment, dedication to long-term development in the quantitative industry, and a team player.