• Develop quantitative trading systems and infrastructure, including but not limited to: market data interfaces, trading frameworks, data processing and storage, trade execution, and risk management modules.
• Participate in performance optimization of trading systems to enhance responsiveness and efficiency.
• Conduct systematic risk management and monitoring to ensure system stability and reliability.
• Continuously research and study the latest quantitative trading technologies and market dynamics to improve trading strategies and systems.

Job Requirements

• Bachelor’s degree or higher in Computer Science or a related field from a renowned domestic or international university, with over one year of work experience.
• Strong programming skills, proficient in Python, C++, or Rust.
• Familiarity with Linux, and proficient in scripting commands and development tools such as Git and Docker.
• Excellent communication and teamwork skills, strong self-motivation, responsible, detail-oriented, and hardworking.

Preferred Qualifications

• Experience at domestic or international hedge funds or over one year of development experience in quantitative private equity.
• Experience in developing low-latency trading systems or participating in other low-latency system projects.
• Knowledge of financial markets and exchange operations, with an understanding of derivatives such as futures and options and high-frequency financial data.
• Data processing and analysis skills, familiar with common tools and technologies such as Pandas and NumPy.