CSIL
Office-based in Shenzhen or Hong Kong
1. Experience in the development, live trading, and optimization of quantitative arbitrage strategies.
2. Familiarity with financial markets and trading rules, with the ability to quickly adapt to market changes.
3. Strong risk management capabilities, able to control strategy drawdowns and volatility.
4. Proficiency in at least one programming language (such as Python or C++) for strategy development and data analysis.
Essential: Annualized return of 12%+, CTA 2.2-2.6
Quantitative trader with a salary starting from one million, compensation is open.
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HR总监CSIL
深圳市. 中国广东省深圳市
Posted on 12 March 2025
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