Job Duties

• Responsible for statistical analysis of futures and equity markets and for developing high-frequency trading models based on those analyses
• Provide quantitative research support for high-frequency trading, momentum trading, and options trading; participate in strategy development, backtesting, optimization, and risk management
• Monitor and assess cutting-edge academic research and best practices in accounting, financial engineering, artificial intelligence, and related fields, and apply them to live trading strategies
• Conduct quality control and evaluation of various research methodologies, and propose new research ideas and model enhancement plans

Requirements

• Solid foundation in mathematical statistics, with familiarity in finance-related models and theories
• Proficient in machine learning and deep learning techniques, with expertise in at least one framework such as PyTorch or TensorFlow
• Excellent programming skills, with proficiency in at least one language: Python, C++, and/or Java
• Master’s degree or above from a top-tier institution in applied quantitative fields including but not limited to physics, mathematics, statistics, computer science, or financial engineering
• Experience in physics or mathematics competitions is a plus
• Quantitative trading experience is preferred, including but not limited to quantitative development, technical implementation, trade execution, or model validation